-9.4%
BITO vs ELF
+240.8%
-250.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.5% |
| 7D | +1.1% | -6.8% | +7.8% | +2.4% |
| 30D | +21.8% | +5.1% | +16.7% | +20.6% |
| 3M | +25.0% | +79.8% | -54.8% | +11.4% |
| 6M | +11.3% | +29.7% | -18.4% | +4.8% |
| YTD | -12.7% | +31.6% | -44.3% | -18.7% |
| 1Y | -32.3% | -27.9% | -4.4% | -30.8% |
| 3Y | +150.3% | -26.4% | +176.8% | +128.9% |
| All | -9.4% | +240.8% | -250.2% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling