+137.8%
GOOG vs BITO
-8.3%
+146.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | 0.0% | -3.4% | +3.5% | +0.7% |
| 30D | -2.0% | +21.4% | -23.4% | -5.4% |
| 3M | -5.9% | +20.5% | -26.4% | -9.2% |
| 6M | +8.9% | +7.4% | +1.5% | +7.1% |
| YTD | +7.1% | -13.9% | +21.0% | +8.8% |
| 1Y | +39.7% | -35.1% | +74.7% | +48.7% |
| 3Y | +145.8% | +156.8% | -11.0% | +89.1% |
| All | +137.8% | -8.3% | +146.1% | +102.7% |
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