+151.6%
EWY vs BITO
-8.3%
+160.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | +1.2% | -5.8% | +7.0% | +2.4% |
| 30D | +9.3% | +21.1% | -11.8% | +5.2% |
| 3M | +2.4% | +23.5% | -21.1% | -1.5% |
| 6M | +40.3% | +8.3% | +32.0% | +38.4% |
| YTD | +88.0% | -13.9% | +101.9% | +91.3% |
| 1Y | +143.8% | -34.5% | +178.3% | +158.0% |
| 3Y | +217.8% | +147.0% | +70.8% | +166.1% |
| All | +151.6% | -8.3% | +160.0% | +128.0% |
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