-10.6%
BITO vs NSC
+29.3%
-39.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -3.4% | -2.8% | -0.7% | -2.5% |
| 30D | +21.4% | -4.5% | +25.9% | +23.4% |
| 3M | +20.5% | +3.5% | +17.0% | +18.7% |
| 6M | +7.4% | +8.5% | -1.1% | +3.6% |
| YTD | -13.9% | +12.3% | -26.2% | -18.2% |
| 1Y | -35.1% | +18.9% | -54.0% | -39.8% |
| 3Y | +156.8% | +74.1% | +82.7% | +101.5% |
| All | -10.6% | +29.3% | -39.9% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling