-23.4%
BITO vs NSC
+24.4%
-47.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +3.0% |
| 7D | -1.9% | +1.8% | -3.7% | -1.8% |
| 30D | -6.7% | +8.8% | -15.6% | -6.3% |
| 3M | +23.1% | +1.2% | +21.8% | +23.8% |
| 6M | -2.0% | +11.3% | -13.4% | -1.3% |
| YTD | -11.4% | +20.7% | -32.1% | -10.0% |
| 1Y | -23.4% | +23.4% | -46.8% | -23.7% |
| All | -23.4% | +24.4% | -47.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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