+70.0%
XLE vs BITO
+54.7%
+15.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.1% |
| 7D | +5.4% | -9.2% | +14.6% | +5.9% |
| 30D | -3.9% | -15.9% | +12.0% | -3.2% |
| 3M | +7.0% | +7.3% | -0.3% | +6.3% |
| 6M | +14.2% | -15.2% | +29.4% | +14.9% |
| YTD | +48.2% | -23.8% | +71.9% | +50.0% |
| 1Y | +47.7% | -32.2% | +79.9% | +50.7% |
| 3Y | +70.0% | +55.1% | +14.9% | +67.5% |
| All | +70.0% | +54.7% | +15.3% | +67.5% |
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