+156.8%
BITO vs ELF
-29.5%
+186.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -3.4% | -11.6% | +8.2% | -1.8% |
| 30D | +21.4% | +4.6% | +16.8% | +20.7% |
| 3M | +20.5% | +59.7% | -39.2% | +12.6% |
| 6M | +7.4% | +21.2% | -13.8% | +3.6% |
| YTD | -13.9% | +27.4% | -41.3% | -17.8% |
| 1Y | -35.1% | -29.8% | -5.3% | -34.0% |
| 3Y | +156.8% | -28.5% | +185.3% | +142.8% |
| All | +156.8% | -29.5% | +186.3% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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