-13.5%
F vs BITO
-10.7%
-2.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.5% |
| 7D | -2.1% | -7.0% | +4.9% | -0.8% |
| 30D | +3.3% | -10.2% | +13.5% | +5.3% |
| 3M | -11.3% | +16.2% | -27.5% | -14.2% |
| 6M | +5.3% | -10.7% | +16.0% | +6.9% |
| YTD | -2.2% | -17.4% | +15.1% | 0.0% |
| 1Y | -3.5% | -29.9% | +26.4% | +1.6% |
| 3Y | +49.5% | +65.4% | -15.8% | +25.9% |
| 5Y | -13.5% | -10.8% | -2.8% | -19.7% |
| All | -13.5% | -10.7% | -2.9% | -19.7% |
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 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