+191.2%
TER vs BITO
+54.7%
+136.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -4.4% |
| 7D | +14.4% | -9.2% | +23.6% | +17.4% |
| 30D | -30.6% | -15.9% | -14.6% | -27.0% |
| 3M | -39.2% | +7.3% | -46.5% | -40.2% |
| 6M | -31.3% | -15.2% | -16.1% | -28.3% |
| YTD | +29.1% | -23.8% | +52.9% | +36.6% |
| 1Y | +47.4% | -32.2% | +79.6% | +59.5% |
| 3Y | +191.2% | +55.1% | +136.2% | +211.5% |
| All | +191.2% | +54.7% | +136.6% | +211.5% |
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