+163.1%
XLE vs BITO
-8.3%
+171.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.5% |
| 7D | +0.5% | -5.8% | +6.3% | +1.0% |
| 30D | +6.6% | +21.1% | -14.6% | +4.8% |
| 3M | +12.3% | +23.5% | -11.2% | +10.1% |
| 6M | +18.4% | +8.3% | +10.1% | +17.2% |
| YTD | +47.2% | -13.9% | +61.1% | +48.4% |
| 1Y | +50.3% | -34.5% | +84.8% | +54.9% |
| 3Y | +55.3% | +147.0% | -91.7% | +37.2% |
| All | +163.1% | -8.3% | +171.4% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling