+93.5%
META vs BITO
-7.1%
+100.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.8% | +6.6% |
| 7D | +10.3% | +1.1% | +9.2% | +10.0% |
| 30D | +9.9% | +21.8% | -11.9% | +5.0% |
| 3M | +11.9% | +25.0% | -13.1% | +6.3% |
| 6M | +1.2% | +11.3% | -10.2% | -1.7% |
| YTD | -0.8% | -12.7% | +11.9% | +0.7% |
| 1Y | -14.3% | -32.3% | +18.0% | -8.4% |
| 3Y | +121.4% | +150.3% | -29.0% | +59.2% |
| All | +93.5% | -7.1% | +100.6% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling