-32.1%
BITO vs EXPD
+41.2%
-73.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.4% |
| 7D | -6.3% | +3.6% | -9.9% | -6.9% |
| 30D | -14.6% | +0.3% | -14.9% | -14.7% |
| 3M | +11.4% | +6.1% | +5.4% | +10.4% |
| 6M | -13.3% | +27.4% | -40.7% | -16.6% |
| YTD | -20.9% | +32.0% | -52.9% | -23.5% |
| 1Y | -32.1% | +40.5% | -72.6% | -32.9% |
| All | -32.1% | +41.2% | -73.3% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling