+156.8%
BITO vs ENB
+68.0%
+88.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -3.4% | -4.7% | +1.2% | -2.2% |
| 30D | +21.4% | -5.9% | +27.3% | +23.2% |
| 3M | +20.5% | -14.2% | +34.7% | +25.5% |
| 6M | +7.4% | -8.6% | +16.0% | +9.1% |
| YTD | -13.9% | +3.9% | -17.8% | -17.0% |
| 1Y | -35.1% | +1.8% | -36.9% | -37.0% |
| 3Y | +156.8% | +68.5% | +88.3% | +83.6% |
| All | +156.8% | +68.0% | +88.8% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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