+23.4%
NXPI vs BITO
-7.1%
+30.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -2.3% | +1.1% | -3.3% | -2.6% |
| 30D | -4.3% | +21.8% | -26.1% | -8.9% |
| 3M | -24.7% | +25.0% | -49.7% | -28.6% |
| 6M | +9.7% | +11.3% | -1.6% | +6.4% |
| YTD | +3.8% | -12.7% | +16.5% | +5.6% |
| 1Y | +1.6% | -32.3% | +33.9% | +9.3% |
| 3Y | +16.0% | +150.3% | -134.3% | -12.4% |
| All | +23.4% | -7.1% | +30.5% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling