+46.7%
XLP vs BITO
-13.3%
+60.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.2% |
| 7D | +2.3% | -5.6% | +7.9% | +2.5% |
| 30D | +9.1% | -11.0% | +20.1% | +9.5% |
| 3M | +7.9% | +13.6% | -5.7% | +7.3% |
| 6M | +9.6% | -10.1% | +19.7% | +9.9% |
| YTD | +19.4% | -18.6% | +38.0% | +20.0% |
| 1Y | +22.4% | -33.1% | +55.5% | +23.9% |
| 3Y | +43.2% | +63.0% | -19.8% | +36.6% |
| 5Y | +42.6% | -13.5% | +56.1% | +33.2% |
| All | +46.7% | -13.3% | +60.0% | +37.1% |
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