+134.9%
JPM vs BITO
-8.3%
+143.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.7% | -3.4% | +2.8% | -0.2% |
| 30D | -2.5% | +21.4% | -23.9% | -4.9% |
| 3M | +14.1% | +20.5% | -6.4% | +11.2% |
| 6M | +25.1% | +7.4% | +17.7% | +23.5% |
| YTD | +12.1% | -13.9% | +26.0% | +13.3% |
| 1Y | +18.8% | -35.1% | +53.9% | +24.0% |
| 3Y | +163.4% | +156.8% | +6.6% | +125.0% |
| All | +134.9% | -8.3% | +143.2% | +120.2% |
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 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