+156.8%
BITO vs NVTS
+38.1%
+118.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.3% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | +21.4% | -16.5% | +37.9% | +22.8% |
| 3M | +20.5% | -47.6% | +68.1% | +25.1% |
| 6M | +7.4% | +7.3% | +0.1% | +4.2% |
| YTD | -13.9% | +62.9% | -76.8% | -19.0% |
| 1Y | -35.1% | +91.3% | -126.3% | -39.9% |
| 3Y | +156.8% | +43.4% | +113.4% | +172.8% |
| All | +156.8% | +38.1% | +118.7% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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