+7.0%
NET vs BITO
-28.7%
+35.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.1% | -3.2% | -6.4% |
| 7D | -21.2% | -5.9% | -15.3% | -19.2% |
| 30D | -31.1% | -11.5% | -19.6% | -27.9% |
| 3M | -16.5% | +15.6% | -32.2% | -19.6% |
| 6M | 0.0% | -8.9% | +8.9% | +3.9% |
| YTD | +24.0% | -15.9% | +39.9% | +29.7% |
| 1Y | +7.0% | -29.5% | +36.5% | +22.8% |
| All | +7.0% | -28.7% | +35.7% | +22.8% |
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