-9.4%
BITO vs EAT
+385.3%
-394.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | +1.1% | -6.8% | +7.8% | +3.0% |
| 30D | +21.8% | -5.4% | +27.1% | +23.2% |
| 3M | +25.0% | +42.8% | -17.7% | +12.0% |
| 6M | +11.3% | +56.5% | -45.2% | -4.0% |
| YTD | -12.7% | +50.0% | -62.7% | -24.2% |
| 1Y | -32.3% | +38.3% | -70.6% | -40.3% |
| 3Y | +150.3% | +591.6% | -441.3% | +17.5% |
| All | -9.4% | +385.3% | -394.6% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling