-80.9%
FIG vs BITO
-36.6%
-44.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -14.5% | +1.1% | -15.5% | -14.8% |
| 30D | -13.3% | +21.8% | -35.1% | -19.6% |
| 3M | +7.4% | +25.0% | -17.6% | -2.1% |
| 6M | -27.8% | +11.3% | -39.1% | -31.7% |
| YTD | -41.1% | -12.7% | -28.4% | -38.3% |
| 1Y | -58.7% | -32.3% | -26.4% | -49.4% |
| All | -80.9% | -36.6% | -44.3% | -75.7% |
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 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