+44.9%
C vs BITO
-30.5%
+75.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.1% |
| 7D | +3.6% | +2.9% | +0.7% | +3.1% |
| 30D | +0.1% | +22.6% | -22.5% | -3.8% |
| 3M | +2.4% | +24.7% | -22.2% | -2.0% |
| 6M | +24.9% | +7.5% | +17.5% | +22.7% |
| YTD | +19.8% | -10.8% | +30.6% | +18.1% |
| 1Y | +44.9% | -29.9% | +74.8% | +47.6% |
| All | +44.9% | -30.5% | +75.4% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling