+127.4%
C vs BITO
-5.0%
+132.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.1% |
| 7D | +3.6% | +2.9% | +0.7% | +3.2% |
| 30D | +0.1% | +22.6% | -22.5% | -3.1% |
| 3M | +2.4% | +24.7% | -22.2% | -1.2% |
| 6M | +24.9% | +7.5% | +17.5% | +23.1% |
| YTD | +19.8% | -10.8% | +30.6% | +20.6% |
| 1Y | +44.9% | -29.9% | +74.8% | +50.4% |
| 3Y | +263.0% | +158.9% | +104.1% | +206.5% |
| All | +127.4% | -5.0% | +132.5% | +110.7% |
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