-9.1%
BITO vs EIX
+28.6%
-37.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -2.9% |
| 7D | +1.5% | +0.9% | +0.6% | +1.2% |
| 30D | +20.0% | -13.5% | +33.6% | +22.6% |
| 3M | +22.8% | -15.3% | +38.0% | +25.8% |
| 6M | +13.1% | -15.3% | +28.4% | +15.5% |
| YTD | -12.5% | +2.7% | -15.2% | -16.3% |
| 1Y | -32.6% | +17.4% | -50.0% | -38.7% |
| 3Y | +151.0% | -1.3% | +152.4% | +137.7% |
| All | -9.1% | +28.6% | -37.7% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling