-10.6%
BITO vs EWJ
+60.9%
-71.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.9% |
| 7D | -3.4% | +0.3% | -3.7% | -3.7% |
| 30D | +21.4% | +0.8% | +20.6% | +20.5% |
| 3M | +20.5% | +7.5% | +13.0% | +12.7% |
| 6M | +7.4% | +15.6% | -8.2% | -6.2% |
| YTD | -13.9% | +22.7% | -36.6% | -28.7% |
| 1Y | -35.1% | +26.4% | -61.5% | -47.7% |
| 3Y | +156.8% | +72.5% | +84.3% | +44.4% |
| All | -10.6% | +60.9% | -71.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling