+32.8%
NET vs BITO
-30.5%
+63.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.1% |
| 7D | -7.0% | +2.9% | -9.9% | -7.8% |
| 30D | -4.8% | +22.6% | -27.4% | -11.4% |
| 3M | +3.8% | +24.7% | -20.8% | -4.1% |
| 6M | +50.0% | +7.5% | +42.6% | +44.8% |
| YTD | +41.5% | -10.8% | +52.3% | +46.1% |
| 1Y | +32.8% | -29.9% | +62.7% | +59.9% |
| All | +32.8% | -30.5% | +63.4% | +59.9% |
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 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