-79.9%
FIG vs BITO
-37.5%
-42.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -3.8% | -3.4% | -0.4% | -2.5% |
| 30D | -2.3% | +21.4% | -23.7% | -9.4% |
| 3M | +20.0% | +20.5% | -0.5% | +11.0% |
| 6M | -16.7% | +7.4% | -24.0% | -20.0% |
| YTD | -37.9% | -13.9% | -24.0% | -34.6% |
| 1Y | -58.5% | -35.1% | -23.5% | -47.9% |
| All | -79.9% | -37.5% | -42.4% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling