-10.6%
BITO vs NSC
+30.6%
-41.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -5.8% | -1.4% | -4.4% | -5.4% |
| 30D | +21.1% | -3.4% | +24.5% | +22.6% |
| 3M | +23.5% | +5.1% | +18.4% | +21.1% |
| 6M | +8.3% | +9.2% | -0.9% | +4.2% |
| YTD | -13.9% | +13.4% | -27.3% | -18.5% |
| 1Y | -34.5% | +20.8% | -55.3% | -39.6% |
| 3Y | +147.0% | +76.1% | +70.9% | +93.0% |
| All | -10.6% | +30.6% | -41.1% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling