+248.7%
BITO vs NVDL
+2,476.2%
-2,227.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.4% | -10.3% | +6.9% | -1.9% |
| 30D | +21.4% | -7.1% | +28.5% | +22.3% |
| 3M | +20.5% | +6.6% | +13.9% | +18.2% |
| 6M | +7.4% | +21.1% | -13.7% | +2.4% |
| YTD | -13.9% | +15.2% | -29.1% | -17.5% |
| 1Y | -35.1% | +18.8% | -53.9% | -38.5% |
| 3Y | +156.8% | +649.9% | -493.1% | +73.8% |
| All | +248.7% | +2,476.2% | -2,227.5% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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