+224.3%
TER vs BITO
-6.8%
+231.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.7% |
| 7D | +11.0% | +1.5% | +9.4% | +10.3% |
| 30D | -1.9% | +20.0% | -21.9% | -7.1% |
| 3M | -0.7% | +22.8% | -23.4% | -6.5% |
| 6M | +36.4% | +13.1% | +23.3% | +31.5% |
| YTD | +92.4% | -12.5% | +104.9% | +97.0% |
| 1Y | +213.5% | -32.6% | +246.1% | +241.4% |
| 3Y | +277.2% | +151.0% | +126.2% | +173.0% |
| All | +224.3% | -6.8% | +231.1% | +184.0% |
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 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