-10.6%
BITO vs FDX
+84.9%
-95.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.6% |
| 7D | -5.8% | -3.9% | -2.0% | -4.7% |
| 30D | +21.1% | -3.3% | +24.4% | +22.3% |
| 3M | +23.5% | -2.0% | +25.5% | +24.0% |
| 6M | +8.3% | +8.0% | +0.2% | +4.9% |
| YTD | -13.9% | +35.0% | -48.9% | -22.4% |
| 1Y | -34.5% | +73.7% | -108.2% | -45.8% |
| 3Y | +147.0% | +61.6% | +85.4% | +102.4% |
| All | -10.6% | +84.9% | -95.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling