+156.8%
BITO vs EMR
+58.0%
+98.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -5.8% | -1.2% | -4.6% | -5.3% |
| 30D | +21.1% | -9.4% | +30.6% | +26.3% |
| 3M | +23.5% | +8.6% | +14.9% | +18.3% |
| 6M | +8.3% | +6.7% | +1.6% | +3.9% |
| YTD | -13.9% | +13.1% | -26.9% | -19.5% |
| 1Y | -34.5% | +12.7% | -47.3% | -38.9% |
| All | +156.8% | +58.0% | +98.8% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling