+141.0%
GOOGL vs BITO
-8.3%
+149.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | 0.0% | -3.4% | +3.5% | +0.6% |
| 30D | -1.4% | +21.4% | -22.8% | -4.9% |
| 3M | -5.3% | +20.5% | -25.8% | -8.7% |
| 6M | +9.8% | +7.4% | +2.4% | +8.0% |
| YTD | +8.4% | -13.9% | +22.2% | +10.1% |
| 1Y | +41.2% | -35.1% | +76.3% | +50.3% |
| 3Y | +149.6% | +156.8% | -7.2% | +92.1% |
| All | +141.0% | -8.3% | +149.4% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling