-35.1%
BITO vs EW
+7.8%
-42.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.3% |
| 7D | -3.4% | -6.2% | +2.7% | -2.8% |
| 30D | +21.4% | -9.3% | +30.7% | +22.7% |
| 3M | +20.5% | -1.6% | +22.1% | +20.2% |
| 6M | +7.4% | -0.8% | +8.2% | +6.8% |
| YTD | -13.9% | -1.0% | -12.8% | -14.7% |
| 1Y | -35.1% | +8.2% | -43.2% | -37.2% |
| All | -35.1% | +7.8% | -42.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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