+183.2%
BITO vs NXT
+171.8%
+11.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.2% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +21.8% | -20.0% | +41.7% | +25.1% |
| 3M | +25.0% | -30.9% | +56.0% | +30.4% |
| 6M | +11.3% | -23.8% | +35.2% | +13.7% |
| YTD | -12.7% | -5.4% | -7.3% | -13.4% |
| 1Y | -32.3% | +28.0% | -60.3% | -35.3% |
| 3Y | +150.3% | +93.3% | +57.0% | +125.9% |
| All | +183.2% | +171.8% | +11.5% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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