+51.9%
NET vs BITO
-5.7%
+57.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.7% |
| 7D | -16.4% | -1.9% | -14.4% | -15.6% |
| 30D | -25.8% | -6.7% | -19.1% | -23.6% |
| 3M | -11.5% | +23.1% | -34.6% | -18.8% |
| 6M | +18.9% | -2.0% | +21.0% | +19.0% |
| YTD | +35.2% | -11.4% | +46.6% | +38.7% |
| 1Y | +14.5% | -23.4% | +37.8% | +24.4% |
| 3Y | +313.8% | +91.8% | +222.0% | +156.3% |
| 5Y | +32.6% | +1.3% | +31.2% | +3.5% |
| All | +51.9% | -5.7% | +57.6% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling