+2.6%
META vs BITO
-32.2%
+34.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.3% | -5.6% | +8.9% | +4.5% |
| 30D | -10.8% | -11.0% | +0.2% | -8.6% |
| 3M | +7.9% | +13.6% | -5.7% | +6.6% |
| 6M | +5.4% | -10.1% | +15.5% | +6.8% |
| YTD | -2.6% | -18.6% | +16.0% | -4.3% |
| All | +2.6% | -32.2% | +34.8% | +2.3% |
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