+8.3%
BITO vs DE
+14.2%
-5.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -5.8% | -2.4% | -3.4% | -5.8% |
| 30D | +21.1% | +9.7% | +11.4% | +20.3% |
| 3M | +23.5% | +21.4% | +2.1% | +23.8% |
| 6M | +8.3% | +15.0% | -6.7% | +9.5% |
| All | +8.3% | +14.2% | -5.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 6mo: compounded portfolio wealth divided by compounded DE 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…
6mo analysis · Full analysis span regression · 6 months rolling