-10.6%
BITO vs ELF
+230.0%
-240.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -3.4% | -11.6% | +8.2% | -1.2% |
| 30D | +21.4% | +4.6% | +16.8% | +20.4% |
| 3M | +20.5% | +59.7% | -39.2% | +9.8% |
| 6M | +7.4% | +21.2% | -13.8% | +2.3% |
| YTD | -13.9% | +27.4% | -41.3% | -19.3% |
| 1Y | -35.1% | -29.8% | -5.3% | -33.2% |
| 3Y | +156.8% | -28.5% | +185.3% | +135.9% |
| All | -10.6% | +230.0% | -240.6% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling