+156.8%
BITO vs EXE
+15.6%
+141.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.4% | -3.1% | -0.3% | -2.9% |
| 30D | +21.4% | -0.9% | +22.3% | +21.6% |
| 3M | +20.5% | +9.6% | +10.9% | +18.1% |
| 6M | +7.4% | -11.6% | +19.0% | +9.9% |
| YTD | -13.9% | -12.6% | -1.3% | -11.8% |
| 1Y | -35.1% | +1.2% | -36.2% | -36.2% |
| 3Y | +156.8% | +18.0% | +138.8% | +141.4% |
| All | +156.8% | +15.6% | +141.2% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling