-10.6%
BITO vs EW
-27.1%
+16.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.9% |
| 7D | -3.4% | -6.2% | +2.7% | -1.4% |
| 30D | +21.4% | -9.3% | +30.7% | +25.4% |
| 3M | +20.5% | -1.6% | +22.1% | +20.7% |
| 6M | +7.4% | -0.8% | +8.2% | +6.9% |
| YTD | -13.9% | -1.0% | -12.8% | -14.3% |
| 1Y | -35.1% | +8.2% | -43.2% | -37.7% |
| 3Y | +156.8% | +12.7% | +144.1% | +123.5% |
| All | -10.6% | -27.1% | +16.5% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling