+156.8%
BITO vs EW
+17.2%
+139.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -5.8% | -3.4% | -2.5% | -5.3% |
| 30D | +21.1% | -7.4% | +28.5% | +22.7% |
| 3M | +23.5% | +0.9% | +22.6% | +23.1% |
| 6M | +8.3% | +1.2% | +7.1% | +7.7% |
| YTD | -13.9% | +1.8% | -15.7% | -14.4% |
| 1Y | -34.5% | +10.8% | -45.4% | -36.1% |
| All | +156.8% | +17.2% | +139.6% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling