-10.6%
BITO vs ET
+219.6%
-230.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -3.4% | +0.2% | -3.7% | -3.6% |
| 30D | +21.4% | +2.9% | +18.5% | +19.3% |
| 3M | +20.5% | +16.8% | +3.7% | +9.5% |
| 6M | +7.4% | +18.9% | -11.5% | -3.9% |
| YTD | -13.9% | +37.7% | -51.6% | -29.7% |
| 1Y | -35.1% | +32.4% | -67.5% | -45.8% |
| 3Y | +156.8% | +99.5% | +57.3% | +63.5% |
| All | -10.6% | +219.6% | -230.1% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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