-29.5%
BITO vs NRG
-51.3%
+21.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.8% | -4.6% |
| 7D | -5.9% | -17.0% | +11.1% | -3.5% |
| 30D | -11.5% | -21.9% | +10.3% | -8.3% |
| 3M | +15.6% | -32.9% | +48.6% | +22.7% |
| 6M | -8.9% | -48.4% | +39.5% | +2.4% |
| YTD | -15.9% | -48.7% | +32.8% | -7.4% |
| 1Y | -29.5% | -52.8% | +23.3% | -18.4% |
| All | -29.5% | -51.3% | +21.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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