-10.6%
BITO vs ECL
+32.4%
-43.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.0% |
| 30D | +21.4% | -0.8% | +22.2% | +21.8% |
| 3M | +20.5% | +5.0% | +15.5% | +17.2% |
| 6M | +7.4% | +0.2% | +7.1% | +6.6% |
| YTD | -13.9% | +5.8% | -19.6% | -17.1% |
| 1Y | -35.1% | +1.5% | -36.6% | -36.4% |
| 3Y | +156.8% | +55.0% | +101.8% | +93.3% |
| All | -10.6% | +32.4% | -43.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling