+90.8%
META vs BITO
-8.3%
+99.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | +5.5% | -5.8% | +11.3% | +6.9% |
| 30D | +7.6% | +21.1% | -13.6% | +2.9% |
| 3M | +13.0% | +23.5% | -10.5% | +7.6% |
| 6M | -1.3% | +8.3% | -9.6% | -3.5% |
| YTD | -2.2% | -13.9% | +11.7% | -0.5% |
| 1Y | -14.0% | -34.5% | +20.5% | -7.4% |
| 3Y | +118.2% | +147.0% | -28.8% | +57.4% |
| All | +90.8% | -8.3% | +99.1% | +60.1% |
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