+75.5%
T vs BITO
-8.3%
+83.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -3.4% | +4.9% | +1.6% |
| 30D | +7.5% | +21.4% | -13.9% | +6.9% |
| 3M | +14.8% | +20.5% | -5.7% | +14.2% |
| 6M | -1.7% | +7.4% | -9.1% | -2.0% |
| YTD | +8.7% | -13.9% | +22.6% | +9.0% |
| 1Y | -7.5% | -35.1% | +27.6% | -6.3% |
| 3Y | +110.2% | +156.8% | -46.6% | +91.9% |
| All | +75.5% | -8.3% | +83.8% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling