+156.8%
BITO vs ELV
-2.1%
+158.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.4% | +3.2% | -6.6% | -3.6% |
| 30D | +21.4% | +5.4% | +16.1% | +21.2% |
| 3M | +20.5% | +5.4% | +15.1% | +20.1% |
| 6M | +7.4% | +45.7% | -38.3% | +5.5% |
| YTD | -13.9% | +21.2% | -35.1% | -15.0% |
| 1Y | -35.1% | +35.6% | -70.7% | -35.9% |
| 3Y | +156.8% | -2.0% | +158.8% | +154.8% |
| All | +156.8% | -2.1% | +158.9% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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