-5.5%
ETN vs BITO
-25.7%
+20.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.9% | -12.8% | -10.5% |
| 7D | -10.1% | -1.9% | -8.2% | -9.7% |
| 30D | -18.4% | -6.7% | -11.7% | -17.1% |
| 3M | -20.4% | +23.1% | -43.5% | -23.8% |
| 6M | -16.0% | -2.0% | -13.9% | -15.8% |
| YTD | +11.8% | -11.4% | +23.2% | +11.1% |
| 1Y | -5.5% | -23.4% | +17.9% | -3.5% |
| All | -5.5% | -25.7% | +20.2% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling