+278.4%
TER vs BITO
+149.6%
+128.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | +9.4% | -5.8% | +15.2% | +10.9% |
| 30D | -2.4% | +21.1% | -23.6% | -7.4% |
| 3M | +6.5% | +23.5% | -17.0% | +0.7% |
| 6M | +23.2% | +8.3% | +14.9% | +20.5% |
| YTD | +91.5% | -13.9% | +105.3% | +95.3% |
| 1Y | +214.8% | -34.5% | +249.3% | +237.4% |
| All | +278.4% | +149.6% | +128.8% | +224.8% |
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 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