+112.4%
C vs BITO
-13.1%
+125.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.5% |
| 7D | +4.7% | -6.3% | +11.1% | +5.8% |
| 30D | +0.2% | -14.6% | +14.8% | +2.6% |
| 3M | -9.3% | +11.4% | -20.8% | -11.0% |
| 6M | -0.8% | -13.3% | +12.5% | +0.9% |
| YTD | +8.5% | -20.9% | +29.5% | +11.2% |
| 1Y | +23.1% | -32.1% | +55.2% | +28.7% |
| 3Y | +220.8% | +58.2% | +162.6% | +190.6% |
| 5Y | +112.4% | -13.6% | +126.0% | +97.6% |
| All | +112.4% | -13.1% | +125.5% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling