+156.8%
BITO vs FDX
+60.5%
+96.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -3.3% | -0.2% | -2.7% |
| 30D | +21.4% | -4.5% | +25.9% | +22.6% |
| 3M | +20.5% | -7.3% | +27.8% | +22.4% |
| 6M | +7.4% | +7.5% | -0.2% | +5.1% |
| YTD | -13.9% | +35.1% | -49.0% | -20.2% |
| 1Y | -35.1% | +71.4% | -106.5% | -43.4% |
| 3Y | +156.8% | +60.8% | +96.0% | +123.8% |
| All | +156.8% | +60.5% | +96.3% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 3y: compounded portfolio wealth divided by compounded FDX 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…
3y analysis · Full analysis span regression · 6 months rolling