-23.4%
BITO vs EME
-3.1%
-20.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +5.5% |
| 7D | -1.9% | -5.8% | +3.9% | -0.7% |
| 30D | -6.7% | -17.9% | +11.2% | -1.7% |
| 3M | +23.1% | -22.0% | +45.0% | +31.2% |
| 6M | -2.0% | -29.7% | +27.7% | +10.5% |
| YTD | -11.4% | +4.7% | -16.1% | -21.6% |
| 1Y | -23.4% | -2.1% | -21.2% | -27.0% |
| All | -23.4% | -3.1% | -20.3% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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