+36.8%
XLV vs BITO
-8.3%
+45.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.6% | -3.4% | -0.1% | -3.3% |
| 30D | -1.8% | +21.4% | -23.2% | -3.0% |
| 3M | +7.8% | +20.5% | -12.7% | +6.5% |
| 6M | +9.1% | +7.4% | +1.7% | +8.4% |
| YTD | +7.7% | -13.9% | +21.6% | +8.3% |
| 1Y | +20.4% | -35.1% | +55.5% | +23.0% |
| 3Y | +30.8% | +156.8% | -126.1% | +17.6% |
| All | +36.8% | -8.3% | +45.1% | +29.2% |
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