-10.6%
BITO vs ECL
+30.2%
-40.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -5.8% | -2.6% | -3.2% | -4.7% |
| 30D | +21.1% | -4.6% | +25.7% | +23.7% |
| 3M | +23.5% | +6.0% | +17.5% | +19.6% |
| 6M | +8.3% | -3.0% | +11.2% | +9.2% |
| YTD | -13.9% | +4.0% | -17.9% | -16.5% |
| 1Y | -34.5% | +2.0% | -36.5% | -36.1% |
| 3Y | +147.0% | +53.9% | +93.1% | +86.1% |
| All | -10.6% | +30.2% | -40.8% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling