+11.9%
COST vs BITO
-25.7%
+37.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.7% |
| 7D | +6.6% | -1.9% | +8.6% | +6.6% |
| 30D | +13.5% | -6.7% | +20.2% | +13.3% |
| 3M | +10.6% | +23.1% | -12.5% | +11.0% |
| 6M | +3.6% | -2.0% | +5.7% | +3.9% |
| YTD | +22.1% | -11.4% | +33.4% | +22.9% |
| 1Y | +11.9% | -23.4% | +35.2% | +12.9% |
| All | +11.9% | -25.7% | +37.6% | +12.9% |
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