+11.3%
BITO vs ENB
-4.8%
+16.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | +1.1% | -0.3% | +1.4% | +1.0% |
| 30D | +21.8% | -1.1% | +22.8% | +21.3% |
| 3M | +25.0% | -8.5% | +33.5% | +23.0% |
| 6M | +11.3% | -4.5% | +15.9% | +9.6% |
| All | +11.3% | -4.8% | +16.1% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling