+85.9%
EEM vs BITO
+149.6%
-63.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.3% | -3.4% | +2.2% | -0.8% |
| 30D | +2.1% | +21.4% | -19.3% | -0.5% |
| 3M | +1.0% | +20.5% | -19.5% | -1.4% |
| 6M | +15.9% | +7.4% | +8.5% | +14.6% |
| YTD | +24.6% | -13.9% | +38.5% | +25.4% |
| 1Y | +32.3% | -35.1% | +67.3% | +36.5% |
| 3Y | +85.9% | +156.8% | -70.9% | +73.1% |
| All | +85.9% | +149.6% | -63.7% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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