-29.9%
BITO vs EMR
+19.4%
-49.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | +2.9% | -1.5% | +4.4% | +3.4% |
| 30D | +22.6% | -5.6% | +28.2% | +25.1% |
| 3M | +24.7% | +7.9% | +16.7% | +20.1% |
| 6M | +7.5% | +6.0% | +1.4% | +3.9% |
| YTD | -10.8% | +16.4% | -27.2% | -16.4% |
| 1Y | -29.9% | +16.6% | -46.5% | -34.3% |
| All | -29.9% | +19.4% | -49.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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