+147.8%
EWY vs BITO
-34.7%
+182.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -3.4% | +3.4% | +1.4% |
| 30D | +7.3% | +21.4% | -14.1% | -2.2% |
| 3M | -5.1% | +20.5% | -25.6% | -12.9% |
| 6M | +42.1% | +7.4% | +34.7% | +37.1% |
| YTD | +94.1% | -13.9% | +108.0% | +96.8% |
| 1Y | +147.8% | -35.1% | +182.9% | +172.9% |
| All | +147.8% | -34.7% | +182.5% | +172.9% |
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