+222.6%
TER vs BITO
-8.3%
+231.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | +9.4% | -5.8% | +15.2% | +11.1% |
| 30D | -2.4% | +21.1% | -23.6% | -7.8% |
| 3M | +6.5% | +23.5% | -17.0% | +0.1% |
| 6M | +23.2% | +8.3% | +14.9% | +20.2% |
| YTD | +91.5% | -13.9% | +105.3% | +96.9% |
| 1Y | +214.8% | -34.5% | +249.3% | +245.4% |
| 3Y | +275.3% | +147.0% | +128.3% | +172.9% |
| All | +222.6% | -8.3% | +231.0% | +183.8% |
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