+86.3%
META vs BITO
-12.2%
+98.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -0.2% | -7.0% | +6.8% | +1.4% |
| 30D | -15.4% | -10.3% | -5.1% | -13.3% |
| 3M | +5.0% | +16.0% | -11.0% | +1.5% |
| 6M | +5.2% | -10.8% | +16.0% | +7.4% |
| YTD | -4.5% | -17.5% | +13.0% | -1.8% |
| 1Y | +0.6% | -30.1% | +30.7% | +7.0% |
| 3Y | +93.1% | +65.1% | +28.0% | +56.7% |
| 5Y | +93.7% | -10.9% | +104.6% | +63.6% |
| All | +86.3% | -12.2% | +98.4% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling