+5.7%
XLP vs BITO
-33.2%
+39.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -2.9% | +1.1% | -4.0% | -2.9% |
| 30D | -2.2% | +21.8% | -24.0% | -1.8% |
| 3M | -0.6% | +25.0% | -25.6% | -0.1% |
| 6M | -2.2% | +11.3% | -13.5% | -1.7% |
| YTD | +8.3% | -12.7% | +21.0% | +8.4% |
| 1Y | +5.7% | -32.3% | +38.0% | +5.5% |
| All | +5.7% | -33.2% | +39.0% | +5.5% |
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