-35.1%
BITO vs EMB
+3.1%
-38.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | -3.4% | -1.2% | -2.2% | -0.8% |
| 30D | +21.4% | -1.3% | +22.7% | +24.8% |
| 3M | +20.5% | -1.8% | +22.3% | +25.5% |
| 6M | +7.4% | +0.2% | +7.2% | +7.4% |
| YTD | -13.9% | +0.4% | -14.2% | -14.5% |
| 1Y | -35.1% | +2.8% | -37.9% | -38.1% |
| All | -35.1% | +3.1% | -38.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling