+82.6%
META vs BITO
-5.0%
+87.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +1.5% |
| 7D | +6.7% | +2.9% | +3.8% | +6.0% |
| 30D | +4.8% | +22.6% | -17.8% | 0.0% |
| 3M | -1.6% | +24.7% | -26.3% | -6.5% |
| 6M | -7.5% | +7.5% | -14.9% | -9.4% |
| YTD | -6.4% | -10.8% | +4.4% | -5.4% |
| 1Y | -17.3% | -29.9% | +12.6% | -12.3% |
| 3Y | +109.9% | +158.9% | -49.0% | +49.7% |
| All | +82.6% | -5.0% | +87.6% | +52.1% |
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 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