+51.1%
NEM vs BITO
-25.7%
+76.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +7.0% | +8.7% |
| 7D | +3.7% | -1.9% | +5.6% | +4.5% |
| 30D | +2.0% | -6.7% | +8.7% | +4.8% |
| 3M | +21.1% | +23.1% | -1.9% | +11.3% |
| 6M | +9.5% | -2.0% | +11.5% | +8.1% |
| YTD | +19.1% | -11.4% | +30.4% | +17.2% |
| 1Y | +51.1% | -23.4% | +74.5% | +55.3% |
| All | +51.1% | -25.7% | +76.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling