+156.8%
BITO vs NYT
+56.2%
+100.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | -0.6% | -2.9% | -3.4% |
| 30D | +21.4% | +4.6% | +16.8% | +20.7% |
| 3M | +20.5% | -9.6% | +30.1% | +21.6% |
| 6M | +7.4% | -14.0% | +21.4% | +8.8% |
| YTD | -13.9% | -2.8% | -11.0% | -14.7% |
| 1Y | -35.1% | +15.6% | -50.7% | -38.2% |
| 3Y | +156.8% | +56.3% | +100.5% | +126.1% |
| All | +156.8% | +56.2% | +100.6% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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