+20.0%
GE vs BITO
-30.5%
+50.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.4% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | -11.6% | +22.6% | -34.2% | -14.5% |
| 3M | +3.0% | +24.7% | -21.6% | -0.9% |
| 6M | -0.5% | +7.5% | -8.0% | -1.7% |
| YTD | +9.7% | -10.8% | +20.5% | +11.6% |
| 1Y | +20.0% | -29.9% | +49.9% | +28.1% |
| All | +20.0% | -30.5% | +50.6% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling