-9.1%
BITO vs ESTC
-48.8%
+39.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -0.9% |
| 7D | +1.5% | -4.3% | +5.8% | +2.7% |
| 30D | +20.0% | +17.7% | +2.3% | +13.8% |
| 3M | +22.8% | +42.3% | -19.5% | +10.1% |
| 6M | +13.1% | +64.6% | -51.5% | -3.6% |
| YTD | -12.5% | +17.2% | -29.7% | -18.6% |
| 1Y | -32.6% | -4.2% | -28.4% | -34.1% |
| 3Y | +151.0% | +13.5% | +137.5% | +109.0% |
| All | -9.1% | -48.8% | +39.7% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling