+48.8%
XLP vs BITO
-18.9%
+67.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.5% |
| 7D | +2.5% | -9.2% | +11.7% | +2.8% |
| 30D | +7.3% | -15.9% | +23.2% | +7.9% |
| 3M | +8.1% | +7.3% | +0.8% | +7.7% |
| 6M | +10.5% | -15.2% | +25.7% | +11.0% |
| YTD | +21.2% | -23.8% | +45.0% | +22.0% |
| 1Y | +22.7% | -32.2% | +54.9% | +24.1% |
| 3Y | +44.8% | +55.1% | -10.3% | +38.3% |
| 5Y | +44.7% | -16.7% | +61.4% | +35.5% |
| All | +48.8% | -18.9% | +67.7% | +39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling