-10.6%
BITO vs NUE
+170.5%
-181.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +21.4% | -4.6% | +26.0% | +22.9% |
| 3M | +20.5% | -0.3% | +20.8% | +19.7% |
| 6M | +7.4% | +51.9% | -44.5% | -7.9% |
| YTD | -13.9% | +60.0% | -73.9% | -27.6% |
| 1Y | -35.1% | +82.9% | -118.0% | -48.0% |
| 3Y | +156.8% | +66.0% | +90.8% | +106.1% |
| All | -10.6% | +170.5% | -181.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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