-10.6%
BITO vs EMR
+73.2%
-83.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +21.4% | -6.8% | +28.2% | +25.6% |
| 3M | +20.5% | +7.5% | +13.0% | +15.3% |
| 6M | +7.4% | +9.9% | -2.5% | +0.7% |
| YTD | -13.9% | +16.0% | -29.8% | -21.7% |
| 1Y | -35.1% | +12.4% | -47.5% | -40.2% |
| 3Y | +156.8% | +60.2% | +96.6% | +91.0% |
| All | -10.6% | +73.2% | -83.8% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling