-35.1%
BITO vs Z
-62.2%
+27.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.8% |
| 7D | -3.4% | -6.0% | +2.6% | -2.2% |
| 30D | +21.4% | -2.3% | +23.7% | +21.8% |
| 3M | +20.5% | -0.6% | +21.1% | +20.0% |
| 6M | +7.4% | -27.6% | +35.0% | +15.2% |
| YTD | -13.9% | -52.4% | +38.5% | +3.2% |
| 1Y | -35.1% | -63.6% | +28.5% | -14.9% |
| All | -35.1% | -62.2% | +27.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling