-7.4%
BITO vs EXPD
+67.9%
-75.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.7% |
| 7D | +2.9% | -1.1% | +4.0% | +3.2% |
| 30D | +22.6% | +4.1% | +18.5% | +21.3% |
| 3M | +24.7% | +17.9% | +6.7% | +19.3% |
| 6M | +7.5% | +29.2% | -21.8% | +0.1% |
| YTD | -10.8% | +27.4% | -38.2% | -16.9% |
| 1Y | -29.9% | +56.8% | -86.7% | -38.6% |
| 3Y | +158.9% | +68.0% | +90.9% | +117.1% |
| All | -7.4% | +67.9% | -75.3% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling