-23.4%
BITO vs EOG
+45.9%
-69.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.2% | +8.1% | +2.1% |
| 7D | -1.9% | -8.6% | +6.7% | -3.1% |
| 30D | -6.7% | +2.8% | -9.5% | -6.5% |
| 3M | +23.1% | +3.2% | +19.9% | +23.6% |
| 6M | -2.0% | +5.3% | -7.4% | -1.3% |
| YTD | -11.4% | +44.5% | -55.9% | -17.2% |
| 1Y | -23.4% | +44.2% | -67.5% | -28.3% |
| All | -23.4% | +45.9% | -69.3% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling