+199.8%
TER vs BITO
-30.5%
+230.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +6.5% |
| 7D | +0.6% | +2.9% | -2.3% | -0.8% |
| 30D | -8.3% | +22.6% | -30.9% | -16.9% |
| 3M | -12.2% | +24.7% | -36.9% | -20.8% |
| 6M | +17.0% | +7.5% | +9.6% | +13.1% |
| YTD | +84.6% | -10.8% | +95.4% | +88.1% |
| 1Y | +199.8% | -29.9% | +229.7% | +246.0% |
| All | +199.8% | -30.5% | +230.3% | +246.0% |
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