+105.9%
C vs BITO
-18.9%
+124.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.5% | +0.5% |
| 7D | +4.2% | -9.2% | +13.4% | +5.7% |
| 30D | +2.0% | -15.9% | +17.9% | +4.6% |
| 3M | -10.1% | +7.3% | -17.4% | -11.3% |
| 6M | +1.0% | -15.2% | +16.2% | +3.1% |
| YTD | +8.5% | -23.8% | +32.2% | +11.7% |
| 1Y | +25.7% | -32.2% | +57.9% | +31.4% |
| 3Y | +216.0% | +55.1% | +160.9% | +187.4% |
| 5Y | +112.3% | -16.7% | +129.0% | +100.3% |
| All | +105.9% | -18.9% | +124.8% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling