+49.9%
XLE vs BITO
-25.7%
+75.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.6% |
| 7D | -7.2% | -1.9% | -5.3% | -7.2% |
| 30D | +0.1% | -6.7% | +6.8% | 0.0% |
| 3M | +9.2% | +23.1% | -13.9% | +9.4% |
| 6M | +8.4% | -2.0% | +10.4% | +8.9% |
| YTD | +44.9% | -11.4% | +56.3% | +48.5% |
| 1Y | +49.9% | -23.4% | +73.2% | +53.9% |
| All | +49.9% | -25.7% | +75.5% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling