+14.3%
F vs BITO
-7.1%
+21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -4.9% | +1.1% | -5.9% | -5.1% |
| 30D | -2.9% | +21.8% | -24.7% | -6.6% |
| 3M | -9.1% | +25.0% | -34.1% | -13.1% |
| 6M | +12.9% | +11.3% | +1.6% | +10.1% |
| YTD | +6.1% | -12.7% | +18.8% | +7.6% |
| 1Y | +22.5% | -32.3% | +54.8% | +30.0% |
| 3Y | +32.1% | +150.3% | -118.3% | +1.3% |
| All | +14.3% | -7.1% | +21.4% | +7.0% |
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