+106.1%
T vs BITO
+149.6%
-43.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | -2.4% | -5.8% | +3.4% | -2.6% |
| 30D | +4.3% | +21.1% | -16.8% | +4.7% |
| 3M | +11.6% | +23.5% | -11.9% | +12.1% |
| 6M | -5.6% | +8.3% | -13.9% | -5.3% |
| YTD | +6.6% | -13.9% | +20.4% | +6.5% |
| 1Y | -8.4% | -34.5% | +26.2% | -8.7% |
| All | +106.1% | +149.6% | -43.5% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling