-10.6%
BITO vs EWZ
+80.8%
-91.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.9% |
| 7D | -5.8% | +1.1% | -6.9% | -6.3% |
| 30D | +21.1% | +13.5% | +7.7% | +14.5% |
| 3M | +23.5% | +15.2% | +8.3% | +16.0% |
| 6M | +8.3% | +3.7% | +4.5% | +6.2% |
| YTD | -13.9% | +22.5% | -36.4% | -21.3% |
| 1Y | -34.5% | +35.3% | -69.8% | -42.7% |
| 3Y | +147.0% | +50.2% | +96.8% | +103.7% |
| All | -10.6% | +80.8% | -91.3% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling