+0.8%
META vs BITO
-25.7%
+26.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.4% | +0.9% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | -15.1% | -6.7% | -8.4% | -13.9% |
| 3M | +7.2% | +23.1% | -15.8% | +4.1% |
| 6M | +3.4% | -2.0% | +5.4% | +3.0% |
| YTD | -4.3% | -11.4% | +7.1% | -6.9% |
| 1Y | +0.8% | -23.4% | +24.1% | +0.6% |
| All | +0.8% | -25.7% | +26.4% | +0.6% |
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