-9.1%
BITO vs NDAQ
+45.9%
-55.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.8% |
| 7D | +1.5% | -2.6% | +4.1% | +3.1% |
| 30D | +20.0% | +0.5% | +19.6% | +19.8% |
| 3M | +22.8% | +9.9% | +12.8% | +15.5% |
| 6M | +13.1% | +8.2% | +4.9% | +6.9% |
| YTD | -12.5% | -1.5% | -11.0% | -12.5% |
| 1Y | -32.6% | +1.3% | -33.9% | -34.0% |
| 3Y | +151.0% | +92.6% | +58.5% | +60.9% |
| All | -9.1% | +45.9% | -55.0% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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