-9.4%
BITO vs EMR
+71.1%
-80.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +1.1% | +0.9% | +0.1% | +0.6% |
| 30D | +21.8% | -5.0% | +26.7% | +24.7% |
| 3M | +25.0% | +5.9% | +19.1% | +20.4% |
| 6M | +11.3% | +7.3% | +4.0% | +5.7% |
| YTD | -12.7% | +14.6% | -27.3% | -20.1% |
| 1Y | -32.3% | +15.6% | -47.9% | -38.7% |
| 3Y | +150.3% | +60.2% | +90.2% | +85.8% |
| All | -9.4% | +71.1% | -80.5% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling