-21.2%
BSX vs BITO
+149.6%
-170.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -10.1% | -3.4% | -6.6% | -9.9% |
| 30D | -16.4% | +21.4% | -37.8% | -17.2% |
| 3M | -8.9% | +20.5% | -29.4% | -9.8% |
| 6M | -38.3% | +7.4% | -45.7% | -38.5% |
| YTD | -54.9% | -13.9% | -41.1% | -54.6% |
| 1Y | -58.8% | -35.1% | -23.7% | -57.9% |
| 3Y | -21.2% | +156.8% | -178.0% | -26.1% |
| All | -21.2% | +149.6% | -170.8% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling