+64.9%
V vs BITO
-7.1%
+72.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | +1.9% | +21.8% | -19.9% | -0.3% |
| 3M | +13.2% | +25.0% | -11.8% | +10.4% |
| 6M | +16.7% | +11.3% | +5.4% | +15.0% |
| YTD | +5.4% | -12.7% | +18.1% | +6.2% |
| 1Y | +7.7% | -32.3% | +40.0% | +11.4% |
| 3Y | +52.0% | +150.3% | -98.3% | +26.4% |
| All | +64.9% | -7.1% | +72.0% | +50.1% |
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