-9.4%
BITO vs NTAP
+126.6%
-135.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | +1.1% | +2.2% | -1.1% | +0.3% |
| 30D | +21.8% | -7.0% | +28.8% | +24.6% |
| 3M | +25.0% | +12.3% | +12.7% | +18.4% |
| 6M | +11.3% | +85.1% | -73.8% | -16.7% |
| YTD | -12.7% | +74.8% | -87.5% | -33.1% |
| 1Y | -32.3% | +52.7% | -85.0% | -44.9% |
| 3Y | +150.3% | +147.7% | +2.7% | +49.5% |
| All | -9.4% | +126.6% | -135.9% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling