-9.4%
BITO vs ES
-1.2%
-8.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +21.8% | -1.0% | +22.8% | +22.0% |
| 3M | +25.0% | +1.5% | +23.5% | +24.5% |
| 6M | +11.3% | -3.5% | +14.8% | +11.9% |
| YTD | -12.7% | +7.0% | -19.7% | -14.5% |
| 1Y | -32.3% | +15.3% | -47.6% | -34.9% |
| 3Y | +150.3% | +30.2% | +120.1% | +130.9% |
| All | -9.4% | -1.2% | -8.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling