-10.6%
BITO vs NTRS
+76.9%
-87.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -3.4% | +1.4% | -4.8% | -4.1% |
| 30D | +21.4% | -0.7% | +22.1% | +21.6% |
| 3M | +20.5% | +11.3% | +9.2% | +14.2% |
| 6M | +7.4% | +35.5% | -28.2% | -8.4% |
| YTD | -13.9% | +40.6% | -54.5% | -27.6% |
| 1Y | -35.1% | +49.2% | -84.3% | -47.1% |
| 3Y | +156.8% | +167.2% | -10.4% | +55.7% |
| All | -10.6% | +76.9% | -87.5% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling