+181.7%
ETN vs BITO
-8.3%
+190.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.5% | -3.4% | +7.0% | +4.1% |
| 30D | -7.5% | +21.4% | -28.9% | -10.4% |
| 3M | +8.3% | +20.5% | -12.2% | +5.0% |
| 6M | +20.2% | +7.4% | +12.8% | +18.5% |
| YTD | +34.7% | -13.9% | +48.5% | +36.4% |
| 1Y | +19.4% | -35.1% | +54.5% | +25.7% |
| 3Y | +85.5% | +156.8% | -71.3% | +61.2% |
| All | +181.7% | -8.3% | +190.0% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling