-9.1%
BITO vs ECL
+33.3%
-42.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +20.0% | -2.5% | +22.5% | +21.3% |
| 3M | +22.8% | +8.3% | +14.4% | +17.6% |
| 6M | +13.1% | -1.1% | +14.2% | +13.0% |
| YTD | -12.5% | +6.5% | -19.0% | -16.0% |
| 1Y | -32.6% | +2.1% | -34.6% | -34.1% |
| 3Y | +151.0% | +57.6% | +93.4% | +87.1% |
| All | -9.1% | +33.3% | -42.4% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling