+62.4%
EWY vs BITO
-25.7%
+88.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -3.2% |
| 7D | -8.3% | -1.9% | -6.4% | -7.5% |
| 30D | -20.5% | -6.7% | -13.8% | -18.0% |
| 3M | -11.1% | +23.1% | -34.2% | -19.8% |
| 6M | -7.0% | -2.0% | -5.0% | -8.2% |
| YTD | +56.5% | -11.4% | +67.8% | +55.5% |
| 1Y | +62.4% | -23.4% | +85.8% | +66.8% |
| All | +62.4% | -25.7% | +88.1% | +66.8% |
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