+53.5%
XLF vs BITO
-8.3%
+61.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -2.9% | -5.8% | +2.9% | -2.2% |
| 30D | -1.6% | +21.1% | -22.7% | -3.8% |
| 3M | +9.3% | +23.5% | -14.2% | +6.5% |
| 6M | +14.6% | +8.3% | +6.3% | +13.2% |
| YTD | +4.7% | -13.9% | +18.6% | +5.7% |
| 1Y | +8.6% | -34.5% | +43.2% | +12.9% |
| 3Y | +73.9% | +147.0% | -73.1% | +50.0% |
| All | +53.5% | -8.3% | +61.8% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling