+24.3%
F vs BITO
-5.0%
+29.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +1.9% |
| 7D | +5.3% | +2.9% | +2.4% | +4.7% |
| 30D | +4.6% | +22.6% | -18.0% | +0.4% |
| 3M | -3.7% | +24.7% | -28.3% | -7.9% |
| 6M | +16.8% | +7.5% | +9.4% | +14.6% |
| YTD | +15.3% | -10.8% | +26.1% | +16.5% |
| 1Y | +31.0% | -29.9% | +60.9% | +38.1% |
| 3Y | +45.4% | +158.9% | -113.5% | +10.8% |
| All | +24.3% | -5.0% | +29.3% | +15.8% |
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