+2.5%
F vs BITO
-18.9%
+21.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.8% |
| 7D | -3.1% | -9.2% | +6.1% | -1.3% |
| 30D | 0.0% | -15.9% | +16.0% | +3.3% |
| 3M | -13.2% | +7.3% | -20.5% | -14.8% |
| 6M | -10.2% | -15.2% | +5.0% | -7.9% |
| YTD | -4.9% | -23.8% | +18.8% | -1.3% |
| 1Y | -6.1% | -32.2% | +26.1% | -0.4% |
| 3Y | +46.0% | +55.1% | -9.1% | +24.2% |
| 5Y | -15.7% | -16.7% | +1.0% | -20.2% |
| All | +2.5% | -18.9% | +21.3% | -1.9% |
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 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