-10.6%
BITO vs ESI
+63.9%
-74.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -3.4% | -4.6% | +1.2% | -1.6% |
| 30D | +21.4% | -10.5% | +31.9% | +26.8% |
| 3M | +20.5% | -19.8% | +40.3% | +30.1% |
| 6M | +7.4% | +5.8% | +1.6% | +0.2% |
| YTD | -13.9% | +38.3% | -52.2% | -30.0% |
| 1Y | -35.1% | +31.5% | -66.6% | -46.1% |
| 3Y | +156.8% | +80.7% | +76.1% | +74.2% |
| All | -10.6% | +63.9% | -74.5% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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