-9.1%
BITO vs ED
+73.9%
-83.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +20.0% | +1.1% | +18.9% | +20.0% |
| 3M | +22.8% | +4.6% | +18.1% | +22.6% |
| 6M | +13.1% | -2.0% | +15.1% | +13.2% |
| YTD | -12.5% | +11.7% | -24.2% | -13.1% |
| 1Y | -32.6% | +15.7% | -48.3% | -33.4% |
| 3Y | +151.0% | +34.4% | +116.7% | +134.5% |
| All | -9.1% | +73.9% | -83.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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