-10.6%
BITO vs NTAP
+144.4%
-155.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.5% | -8.5% | -3.1% |
| 7D | -3.4% | +7.4% | -10.8% | -6.1% |
| 30D | +21.4% | -1.4% | +22.8% | +21.5% |
| 3M | +20.5% | +24.6% | -4.1% | +9.7% |
| 6M | +7.4% | +105.9% | -98.5% | -23.0% |
| YTD | -13.9% | +88.5% | -102.4% | -35.9% |
| 1Y | -35.1% | +62.1% | -97.2% | -48.3% |
| 3Y | +156.8% | +169.1% | -12.2% | +48.2% |
| All | -10.6% | +144.4% | -155.0% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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