+107.8%
META vs BITO
+152.0%
-44.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.3% |
| 7D | +6.0% | +1.5% | +4.5% | +5.8% |
| 30D | +3.6% | +20.0% | -16.4% | +0.8% |
| 3M | +4.9% | +22.8% | -17.9% | +1.6% |
| 6M | -4.7% | +13.1% | -17.8% | -6.7% |
| YTD | -6.9% | -12.5% | +5.6% | -6.3% |
| 1Y | -18.2% | -32.6% | +14.4% | -14.8% |
| 3Y | +107.8% | +151.0% | -43.3% | +88.0% |
| All | +107.8% | +152.0% | -44.2% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling