-10.6%
BITO vs ENTG
+9.2%
-19.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.2% |
| 7D | -5.8% | +5.1% | -10.9% | -7.3% |
| 30D | +21.1% | -8.5% | +29.7% | +23.6% |
| 3M | +23.5% | +6.7% | +16.8% | +15.9% |
| 6M | +8.3% | +17.7% | -9.5% | -3.2% |
| YTD | -13.9% | +63.5% | -77.3% | -31.8% |
| 1Y | -34.5% | +73.6% | -108.1% | -49.7% |
| 3Y | +147.0% | +44.6% | +102.4% | +89.3% |
| All | -10.6% | +9.2% | -19.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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