-10.6%
BITO vs EME
+572.5%
-583.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.7% |
| 7D | -3.4% | +3.5% | -7.0% | -4.8% |
| 30D | +21.4% | -6.3% | +27.7% | +24.1% |
| 3M | +20.5% | -3.8% | +24.3% | +20.6% |
| 6M | +7.4% | +8.5% | -1.1% | +1.5% |
| YTD | -13.9% | +27.8% | -41.7% | -24.2% |
| 1Y | -35.1% | +22.2% | -57.3% | -42.5% |
| 3Y | +156.8% | +253.5% | -96.6% | +29.2% |
| All | -10.6% | +572.5% | -583.1% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling