+52.4%
GEV vs BITO
-25.7%
+78.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.9% | -12.2% | -10.1% |
| 7D | -5.1% | -1.9% | -3.2% | -4.7% |
| 30D | -15.8% | -6.7% | -9.1% | -14.1% |
| 3M | -18.2% | +23.1% | -41.2% | -23.3% |
| 6M | -22.4% | -2.0% | -20.3% | -21.5% |
| YTD | +27.7% | -11.4% | +39.1% | +31.1% |
| 1Y | +52.4% | -23.4% | +75.7% | +66.5% |
| All | +52.4% | -25.7% | +78.0% | +66.5% |
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