-9.4%
BITO vs ENB
+58.0%
-67.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +21.8% | -1.1% | +22.8% | +22.3% |
| 3M | +25.0% | -8.5% | +33.5% | +30.9% |
| 6M | +11.3% | -4.5% | +15.9% | +13.0% |
| YTD | -12.7% | +9.1% | -21.8% | -19.3% |
| 1Y | -32.3% | +8.0% | -40.3% | -37.2% |
| 3Y | +150.3% | +77.8% | +72.5% | +54.0% |
| All | -9.4% | +58.0% | -67.4% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling