-10.6%
BITO vs XYZ
-69.3%
+58.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -3.4% | -4.3% | +0.8% | -1.9% |
| 30D | +21.4% | +1.2% | +20.2% | +20.7% |
| 3M | +20.5% | +14.6% | +5.8% | +14.1% |
| 6M | +7.4% | +22.6% | -15.2% | -1.3% |
| YTD | -13.9% | +21.7% | -35.6% | -21.3% |
| 1Y | -35.1% | +6.7% | -41.8% | -38.2% |
| 3Y | +156.8% | +46.8% | +110.0% | +105.9% |
| All | -10.6% | -69.3% | +58.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling