+156.8%
BITO vs ELAN
+99.1%
+57.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -3.4% | -5.4% | +2.0% | -2.7% |
| 30D | +21.4% | +4.7% | +16.7% | +20.6% |
| 3M | +20.5% | -3.7% | +24.2% | +20.8% |
| 6M | +7.4% | -1.2% | +8.6% | +6.7% |
| YTD | -13.9% | +2.4% | -16.3% | -14.8% |
| 1Y | -35.1% | +23.4% | -58.4% | -37.5% |
| 3Y | +156.8% | +96.7% | +60.1% | +138.0% |
| All | +156.8% | +99.1% | +57.8% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling