+156.8%
BITO vs EWJ
+73.0%
+83.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.4% |
| 7D | -3.4% | +0.3% | -3.7% | -3.6% |
| 30D | +21.4% | +0.8% | +20.6% | +20.8% |
| 3M | +20.5% | +7.5% | +13.0% | +15.0% |
| 6M | +7.4% | +15.6% | -8.2% | -2.0% |
| YTD | -13.9% | +22.7% | -36.6% | -23.8% |
| 1Y | -35.1% | +26.4% | -61.5% | -43.4% |
| 3Y | +156.8% | +72.5% | +84.3% | +104.2% |
| All | +156.8% | +73.0% | +83.8% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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