+606.9%
GEV vs BITO
-6.2%
+613.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.5% |
| 7D | -1.9% | -5.8% | +3.9% | -0.3% |
| 30D | -8.7% | +21.1% | -29.8% | -13.7% |
| 3M | +6.6% | +23.5% | -16.9% | +0.1% |
| 6M | +10.2% | +8.3% | +1.9% | +7.6% |
| YTD | +41.6% | -13.9% | +55.5% | +45.5% |
| 1Y | +43.9% | -34.5% | +78.4% | +58.2% |
| All | +606.9% | -6.2% | +613.1% | +594.8% |
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