-9.1%
BITO vs EW
-25.1%
+16.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -0.7% |
| 7D | +1.5% | -4.4% | +6.0% | +3.1% |
| 30D | +20.0% | -3.3% | +23.4% | +21.3% |
| 3M | +22.8% | +1.0% | +21.7% | +21.8% |
| 6M | +13.1% | +6.2% | +6.9% | +9.9% |
| YTD | -12.5% | +1.7% | -14.2% | -13.7% |
| 1Y | -32.6% | +8.1% | -40.7% | -35.2% |
| 3Y | +151.0% | +17.1% | +134.0% | +115.1% |
| All | -9.1% | -25.1% | +16.0% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling