-29.9%
BITO vs NI
+1.4%
-31.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.3% |
| 7D | +2.9% | +2.0% | +0.9% | +2.5% |
| 30D | +22.6% | -3.5% | +26.1% | +23.6% |
| 3M | +24.7% | -9.1% | +33.8% | +27.3% |
| 6M | +7.5% | -11.8% | +19.3% | +11.7% |
| YTD | -10.8% | +1.1% | -11.9% | -13.9% |
| 1Y | -29.9% | +6.7% | -36.6% | -31.3% |
| All | -29.9% | +1.4% | -31.3% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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