-23.4%
BITO vs EWT
+54.0%
-77.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.5% |
| 7D | -1.9% | -10.9% | +9.0% | +3.7% |
| 30D | -6.7% | -17.7% | +11.0% | +2.4% |
| 3M | +23.1% | -5.0% | +28.1% | +25.9% |
| 6M | -2.0% | +7.4% | -9.4% | -10.0% |
| YTD | -11.4% | +52.8% | -64.2% | -41.3% |
| 1Y | -23.4% | +55.2% | -78.5% | -49.9% |
| All | -23.4% | +54.0% | -77.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling