-29.9%
BITO vs EWZ
+36.3%
-66.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.7% | -2.0% |
| 7D | +2.9% | +6.5% | -3.6% | -0.9% |
| 30D | +22.6% | +4.8% | +17.7% | +19.0% |
| 3M | +24.7% | +9.9% | +14.8% | +17.7% |
| 6M | +7.5% | +1.9% | +5.5% | +5.3% |
| YTD | -10.8% | +20.3% | -31.1% | -21.2% |
| 1Y | -29.9% | +35.6% | -65.5% | -42.8% |
| All | -29.9% | +36.3% | -66.2% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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