-9.4%
BITO vs NVTS
-17.0%
+7.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | +1.1% | +3.5% | -2.4% | +0.7% |
| 30D | +21.8% | -11.9% | +33.7% | +23.1% |
| 3M | +25.0% | -49.2% | +74.3% | +32.3% |
| 6M | +11.3% | +38.4% | -27.1% | +3.2% |
| YTD | -12.7% | +62.5% | -75.2% | -20.8% |
| 1Y | -32.3% | +101.4% | -133.7% | -40.8% |
| 3Y | +150.3% | +40.4% | +109.9% | +116.0% |
| All | -9.4% | -17.0% | +7.7% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling