-9.4%
BITO vs NOC
+40.2%
-49.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +1.1% | -1.6% | +2.6% | +1.2% |
| 30D | +21.8% | -10.4% | +32.1% | +22.5% |
| 3M | +25.0% | -5.6% | +30.6% | +25.2% |
| 6M | +11.3% | -30.4% | +41.7% | +14.3% |
| YTD | -12.7% | -8.5% | -4.2% | -12.5% |
| 1Y | -32.3% | -8.3% | -24.0% | -32.1% |
| 3Y | +150.3% | +28.2% | +122.1% | +143.2% |
| All | -9.4% | +40.2% | -49.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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