-29.9%
BITO vs NSC
+20.4%
-50.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -2.9% | -2.5% |
| 7D | +2.9% | -5.5% | +8.4% | +3.1% |
| 30D | +22.6% | -3.2% | +25.8% | +22.7% |
| 3M | +24.7% | +7.7% | +17.0% | +24.4% |
| 6M | +7.5% | +4.5% | +2.9% | +6.5% |
| YTD | -10.8% | +15.6% | -26.4% | -10.8% |
| 1Y | -29.9% | +19.8% | -49.7% | -25.9% |
| All | -29.9% | +20.4% | -50.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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