-10.6%
BITO vs EAT
+378.9%
-389.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -3.4% | -7.7% | +4.3% | -1.3% |
| 30D | +21.4% | -13.6% | +35.0% | +26.2% |
| 3M | +20.5% | +33.9% | -13.4% | +10.0% |
| 6M | +7.4% | +47.2% | -39.8% | -5.7% |
| YTD | -13.9% | +48.1% | -61.9% | -24.9% |
| 1Y | -35.1% | +33.7% | -68.7% | -42.2% |
| 3Y | +156.8% | +595.8% | -439.0% | +20.1% |
| All | -10.6% | +378.9% | -389.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling