-6.4%
T vs BITO
-25.7%
+19.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +2.3% |
| 7D | +5.5% | -1.9% | +7.4% | +5.3% |
| 30D | -8.9% | -6.7% | -2.2% | -9.3% |
| 3M | -5.6% | +23.1% | -28.6% | -4.5% |
| 6M | -14.3% | -2.0% | -12.2% | -14.6% |
| YTD | -7.9% | -11.4% | +3.5% | -8.7% |
| 1Y | -6.4% | -23.4% | +16.9% | -8.0% |
| All | -6.4% | -25.7% | +19.2% | -8.0% |
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