+11.4%
NEE vs BITO
-25.7%
+37.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.0% | +4.9% |
| 7D | +9.2% | -1.9% | +11.1% | +9.2% |
| 30D | +16.0% | -6.7% | +22.7% | +16.0% |
| 3M | +2.2% | +23.1% | -20.9% | +1.7% |
| 6M | -6.0% | -2.0% | -4.0% | -5.3% |
| YTD | +12.6% | -11.4% | +24.0% | +14.9% |
| 1Y | +11.4% | -23.4% | +34.7% | +15.6% |
| All | +11.4% | -25.7% | +37.0% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling