-10.6%
BITO vs ZBH
-33.8%
+23.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -5.8% | -6.6% | +0.7% | -3.9% |
| 30D | +21.1% | -4.9% | +26.1% | +22.8% |
| 3M | +23.5% | +5.1% | +18.4% | +20.9% |
| 6M | +8.3% | +1.3% | +6.9% | +6.8% |
| YTD | -13.9% | +3.4% | -17.2% | -15.9% |
| 1Y | -34.5% | -8.7% | -25.8% | -33.9% |
| 3Y | +147.0% | -21.2% | +168.2% | +160.9% |
| All | -10.6% | -33.8% | +23.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 all: compounded portfolio wealth divided by compounded ZBH 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…
all analysis · Full analysis span regression · 6 months rolling