+59.0%
NET vs BITO
-5.0%
+64.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.0% |
| 7D | -7.0% | +2.9% | -9.9% | -8.0% |
| 30D | -4.8% | +22.6% | -27.4% | -12.5% |
| 3M | +3.8% | +24.7% | -20.8% | -5.5% |
| 6M | +50.0% | +7.5% | +42.6% | +43.5% |
| YTD | +41.5% | -10.8% | +52.3% | +44.7% |
| 1Y | +32.8% | -29.9% | +62.7% | +49.5% |
| 3Y | +335.9% | +158.9% | +177.0% | +125.8% |
| All | +59.0% | -5.0% | +64.0% | +26.9% |
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 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