+33.0%
XLP vs BITO
-7.1%
+40.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | -2.2% | +21.8% | -24.0% | -2.9% |
| 3M | -0.6% | +25.0% | -25.6% | -1.4% |
| 6M | -2.2% | +11.3% | -13.5% | -2.6% |
| YTD | +8.3% | -12.7% | +21.0% | +8.6% |
| 1Y | +5.7% | -32.3% | +38.0% | +7.1% |
| 3Y | +25.7% | +150.3% | -124.7% | +17.1% |
| All | +33.0% | -7.1% | +40.1% | +24.0% |
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