+20.3%
JPM vs BITO
-30.5%
+50.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.7% |
| 7D | +0.3% | +2.9% | -2.6% | 0.0% |
| 30D | -0.2% | +22.6% | -22.8% | -2.4% |
| 3M | +15.9% | +24.7% | -8.8% | +12.9% |
| 6M | +20.9% | +7.5% | +13.5% | +19.5% |
| YTD | +12.9% | -10.8% | +23.7% | +11.9% |
| 1Y | +20.3% | -29.9% | +50.2% | +23.2% |
| All | +20.3% | -30.5% | +50.8% | +23.2% |
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