+535.3%
VRT vs BITO
+149.6%
+385.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -5.2% |
| 7D | -7.7% | -5.8% | -1.9% | -6.0% |
| 30D | -12.0% | +21.1% | -33.1% | -17.3% |
| 3M | -11.7% | +23.5% | -35.2% | -17.6% |
| 6M | -8.1% | +8.3% | -16.4% | -10.8% |
| YTD | +53.2% | -13.9% | +67.1% | +57.8% |
| 1Y | +81.7% | -34.5% | +116.2% | +102.2% |
| All | +535.3% | +149.6% | +385.7% | +372.5% |
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