-10.6%
BITO vs ETR
+145.1%
-155.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | -1.8% | -1.6% | -3.0% |
| 30D | +21.4% | -1.8% | +23.2% | +21.9% |
| 3M | +20.5% | -3.6% | +24.1% | +21.3% |
| 6M | +7.4% | +2.6% | +4.8% | +6.1% |
| YTD | -13.9% | +16.0% | -29.9% | -17.7% |
| 1Y | -35.1% | +20.1% | -55.2% | -38.4% |
| 3Y | +156.8% | +143.6% | +13.2% | +98.8% |
| All | -10.6% | +145.1% | -155.6% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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