+154.6%
NEM vs BITO
-8.3%
+162.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -3.4% | +2.4% | -0.6% |
| 30D | +7.8% | +21.4% | -13.6% | +5.6% |
| 3M | +30.2% | +20.5% | +9.7% | +27.6% |
| 6M | +9.6% | +7.4% | +2.2% | +8.7% |
| YTD | +27.8% | -13.9% | +41.7% | +28.7% |
| 1Y | +60.7% | -35.1% | +95.8% | +64.9% |
| 3Y | +245.3% | +156.8% | +88.5% | +213.4% |
| All | +154.6% | -8.3% | +162.9% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling