+156.8%
BITO vs EOG
+22.5%
+134.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +1.5% | -4.9% | -3.6% |
| 30D | +21.4% | +2.9% | +18.5% | +20.9% |
| 3M | +20.5% | +8.7% | +11.8% | +18.7% |
| 6M | +7.4% | +12.9% | -5.5% | +4.2% |
| YTD | -13.9% | +43.8% | -57.7% | -21.3% |
| 1Y | -35.1% | +27.1% | -62.1% | -39.0% |
| 3Y | +156.8% | +25.9% | +130.9% | +135.9% |
| All | +156.8% | +22.5% | +134.3% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling