-10.6%
BITO vs EL
-66.7%
+56.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -6.5% | +3.0% | -1.2% |
| 30D | +21.4% | +11.1% | +10.3% | +16.6% |
| 3M | +20.5% | +10.7% | +9.8% | +15.7% |
| 6M | +7.4% | +6.9% | +0.5% | +3.2% |
| YTD | -13.9% | -6.3% | -7.6% | -13.7% |
| 1Y | -35.1% | +13.5% | -48.5% | -39.7% |
| 3Y | +156.8% | -33.1% | +189.9% | +182.0% |
| All | -10.6% | -66.7% | +56.1% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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