+222.9%
EWY vs BITO
+149.6%
+73.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -3.4% | +3.4% | +0.7% |
| 30D | +7.3% | +21.4% | -14.1% | +2.8% |
| 3M | -5.1% | +20.5% | -25.6% | -8.9% |
| 6M | +42.1% | +7.4% | +34.7% | +39.9% |
| YTD | +94.1% | -13.9% | +108.0% | +96.5% |
| 1Y | +147.8% | -35.1% | +182.9% | +160.3% |
| 3Y | +222.9% | +156.8% | +66.1% | +198.7% |
| All | +222.9% | +149.6% | +73.3% | +198.7% |
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