-10.6%
BITO vs EIX
+21.4%
-32.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -3.4% | -1.4% | -2.1% | -3.2% |
| 30D | +21.4% | -19.3% | +40.7% | +26.1% |
| 3M | +20.5% | -21.7% | +42.2% | +26.0% |
| 6M | +7.4% | -19.8% | +27.2% | +11.1% |
| YTD | -13.9% | -3.0% | -10.8% | -16.5% |
| 1Y | -35.1% | +5.1% | -40.2% | -39.0% |
| 3Y | +156.8% | -7.0% | +163.8% | +146.6% |
| All | -10.6% | +21.4% | -32.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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