+72.4%
T vs BITO
-6.8%
+79.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | -1.5% | +1.5% | -3.1% | -1.6% |
| 30D | +7.6% | +20.0% | -12.4% | +7.1% |
| 3M | +15.3% | +22.8% | -7.5% | +14.6% |
| 6M | -8.5% | +13.1% | -21.6% | -8.8% |
| YTD | +6.8% | -12.5% | +19.2% | +7.1% |
| 1Y | -7.2% | -32.6% | +25.3% | -6.2% |
| 3Y | +108.2% | +151.0% | -42.8% | +90.5% |
| All | +72.4% | -6.8% | +79.2% | +59.8% |
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 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