+156.8%
BITO vs NTRS
+168.2%
-11.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -3.4% | +1.4% | -4.8% | -4.0% |
| 30D | +21.4% | -0.7% | +22.1% | +21.6% |
| 3M | +20.5% | +11.3% | +9.2% | +14.5% |
| 6M | +7.4% | +35.5% | -28.2% | -7.8% |
| YTD | -13.9% | +40.6% | -54.5% | -26.9% |
| 1Y | -35.1% | +49.2% | -84.3% | -46.4% |
| 3Y | +156.8% | +167.2% | -10.4% | +71.8% |
| All | +156.8% | +168.2% | -11.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling