-17.9%
BITO vs EXPD
+74.0%
-91.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.5% |
| 7D | -6.3% | +3.6% | -9.9% | -7.2% |
| 30D | -14.6% | +0.3% | -14.9% | -14.7% |
| 3M | +11.4% | +6.1% | +5.4% | +9.7% |
| 6M | -13.3% | +27.4% | -40.7% | -18.8% |
| YTD | -20.9% | +32.0% | -52.9% | -27.0% |
| 1Y | -32.1% | +40.5% | -72.6% | -38.5% |
| 3Y | +58.2% | +75.7% | -17.5% | +31.1% |
| 5Y | -13.6% | +61.7% | -75.3% | -32.4% |
| All | -17.9% | +74.0% | -91.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling