-32.2%
BITO vs ES
+2.1%
-34.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.6% |
| 7D | -9.2% | +2.7% | -11.9% | -9.3% |
| 30D | -15.9% | +7.6% | -23.5% | -16.2% |
| 3M | +7.3% | +0.5% | +6.8% | +7.5% |
| 6M | -15.2% | +7.6% | -22.8% | -16.0% |
| YTD | -23.8% | +10.2% | -34.0% | -25.8% |
| 1Y | -32.2% | +1.8% | -34.0% | -32.2% |
| All | -32.2% | +2.1% | -34.3% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling