-9.4%
BITO vs EXPD
+67.5%
-76.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | +21.8% | +5.2% | +16.6% | +20.2% |
| 3M | +25.0% | +13.2% | +11.8% | +20.9% |
| 6M | +11.3% | +30.3% | -19.0% | +3.4% |
| YTD | -12.7% | +27.0% | -39.7% | -18.6% |
| 1Y | -32.3% | +57.3% | -89.6% | -40.8% |
| 3Y | +150.3% | +70.0% | +80.3% | +108.8% |
| All | -9.4% | +67.5% | -76.8% | -26.7% |
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