-10.6%
BITO vs EWT
+156.1%
-166.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +0.6% |
| 7D | -5.8% | -1.1% | -4.7% | -5.1% |
| 30D | +21.1% | +4.8% | +16.3% | +16.6% |
| 3M | +23.5% | +11.1% | +12.4% | +11.4% |
| 6M | +8.3% | +54.6% | -46.4% | -28.1% |
| YTD | -13.9% | +71.4% | -85.3% | -47.9% |
| 1Y | -34.5% | +82.1% | -116.6% | -62.5% |
| 3Y | +147.0% | +193.2% | -46.2% | -19.2% |
| All | -10.6% | +156.1% | -166.7% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling