+9.1%
XLF vs BITO
-30.5%
+39.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.6% |
| 7D | 0.0% | +2.9% | -2.9% | -0.3% |
| 30D | +0.2% | +22.6% | -22.4% | -1.8% |
| 3M | +11.7% | +24.7% | -12.9% | +9.2% |
| 6M | +13.8% | +7.5% | +6.3% | +12.7% |
| YTD | +7.0% | -10.8% | +17.8% | +6.6% |
| 1Y | +9.1% | -29.9% | +39.0% | +11.7% |
| All | +9.1% | -30.5% | +39.7% | +11.7% |
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