+86.7%
BKNG vs BITO
-8.3%
+95.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.7% |
| 7D | -10.7% | -5.8% | -4.8% | -9.8% |
| 30D | -18.1% | +21.1% | -39.2% | -20.8% |
| 3M | +8.5% | +23.5% | -15.0% | +4.5% |
| 6M | -0.1% | +8.3% | -8.3% | -1.9% |
| YTD | -18.2% | -13.9% | -4.4% | -17.1% |
| 1Y | -19.9% | -34.5% | +14.7% | -15.3% |
| 3Y | +41.6% | +147.0% | -105.4% | +11.0% |
| All | +86.7% | -8.3% | +95.0% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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