-9.4%
BITO vs EL
-66.1%
+56.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.7% |
| 7D | +1.1% | -2.4% | +3.4% | +1.8% |
| 30D | +21.8% | +13.7% | +8.1% | +16.1% |
| 3M | +25.0% | +14.5% | +10.5% | +18.7% |
| 6M | +11.3% | +7.4% | +3.9% | +6.8% |
| YTD | -12.7% | -4.7% | -8.0% | -13.1% |
| 1Y | -32.3% | +12.9% | -45.2% | -37.0% |
| 3Y | +150.3% | -32.2% | +182.6% | +174.0% |
| All | -9.4% | -66.1% | +56.8% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling