+14.7%
XLF vs BITO
-25.7%
+40.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.2% |
| 7D | +5.5% | -1.9% | +7.4% | +5.6% |
| 30D | +9.9% | -6.7% | +16.6% | +10.5% |
| 3M | +2.6% | +23.1% | -20.4% | +0.5% |
| 6M | +15.6% | -2.0% | +17.6% | +15.8% |
| YTD | +9.4% | -11.4% | +20.8% | +8.8% |
| 1Y | +14.7% | -23.4% | +38.1% | +15.7% |
| All | +14.7% | -25.7% | +40.4% | +15.7% |
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