-9.4%
BITO vs ESI
+70.8%
-80.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.1% | +3.9% | -2.9% | -0.6% |
| 30D | +21.8% | -3.8% | +25.6% | +23.3% |
| 3M | +25.0% | -13.1% | +38.1% | +30.2% |
| 6M | +11.3% | +11.3% | 0.0% | +1.7% |
| YTD | -12.7% | +44.1% | -56.8% | -30.2% |
| 1Y | -32.3% | +40.3% | -72.6% | -45.4% |
| 3Y | +150.3% | +84.1% | +66.3% | +69.3% |
| All | -9.4% | +70.8% | -80.1% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling