+404.3%
GE vs BITO
-7.1%
+411.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -11.3% | +21.8% | -33.0% | -13.9% |
| 3M | -1.4% | +25.0% | -26.4% | -4.8% |
| 6M | +1.2% | +11.3% | -10.1% | -0.7% |
| YTD | +5.9% | -12.7% | +18.6% | +7.0% |
| 1Y | +18.4% | -32.3% | +50.7% | +23.6% |
| 3Y | +271.0% | +150.3% | +120.6% | +209.5% |
| All | +404.3% | -7.1% | +411.4% | +400.1% |
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 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