-9.1%
BITO vs FDX
+86.3%
-95.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.1% |
| 7D | +1.5% | -3.3% | +4.9% | +2.6% |
| 30D | +20.0% | -1.4% | +21.4% | +20.4% |
| 3M | +22.8% | -4.5% | +27.3% | +24.2% |
| 6M | +13.1% | +9.4% | +3.7% | +9.2% |
| YTD | -12.5% | +36.0% | -48.5% | -21.3% |
| 1Y | -32.6% | +75.5% | -108.1% | -44.4% |
| 3Y | +151.0% | +62.8% | +88.3% | +105.2% |
| All | -9.1% | +86.3% | -95.4% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling