-29.9%
BITO vs ESTC
+7.3%
-37.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.8% |
| 7D | +2.9% | -8.1% | +11.0% | +4.0% |
| 30D | +22.6% | +31.7% | -9.1% | +16.4% |
| 3M | +24.7% | +41.1% | -16.4% | +16.6% |
| 6M | +7.5% | +77.1% | -69.6% | -4.7% |
| YTD | -10.8% | +21.7% | -32.5% | -14.2% |
| 1Y | -29.9% | +8.4% | -38.3% | -30.1% |
| All | -29.9% | +7.3% | -37.2% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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