-9.4%
BITO vs ELV
+6.3%
-15.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.4% |
| 30D | +21.8% | -0.2% | +22.0% | +21.8% |
| 3M | +25.0% | -6.1% | +31.1% | +25.9% |
| 6M | +11.3% | +42.8% | -31.5% | +4.5% |
| YTD | -12.7% | +14.4% | -27.1% | -15.5% |
| 1Y | -32.3% | +28.6% | -60.9% | -35.8% |
| 3Y | +150.3% | -7.4% | +157.7% | +147.6% |
| All | -9.4% | +6.3% | -15.6% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling