+94.5%
QQQ vs BITO
-8.3%
+102.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.8% |
| 7D | -1.3% | -5.8% | +4.6% | -0.1% |
| 30D | -1.4% | +21.1% | -22.5% | -5.1% |
| 3M | +2.3% | +23.5% | -21.2% | -2.0% |
| 6M | +16.9% | +8.3% | +8.6% | +14.6% |
| YTD | +15.6% | -13.9% | +29.5% | +17.6% |
| 1Y | +22.6% | -34.5% | +57.2% | +30.7% |
| 3Y | +93.5% | +147.0% | -53.5% | +51.4% |
| All | +94.5% | -8.3% | +102.8% | +70.1% |
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