-20.9%
BITO vs ES
+1.8%
-22.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.7% |
| 7D | -9.2% | +2.7% | -11.9% | -9.7% |
| 30D | -15.9% | +7.6% | -23.5% | -17.2% |
| 3M | +7.3% | +0.5% | +6.8% | +7.1% |
| 6M | -15.2% | +7.6% | -22.8% | -16.8% |
| YTD | -23.8% | +10.2% | -34.0% | -25.8% |
| 1Y | -32.2% | +1.8% | -34.0% | -32.9% |
| 3Y | +55.1% | +55.4% | -0.3% | +36.5% |
| 5Y | -16.7% | +7.3% | -24.0% | -9.6% |
| All | -20.9% | +1.8% | -22.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling