-10.6%
BITO vs USFD
+155.9%
-166.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -3.4% | -8.4% | +4.9% | +0.6% |
| 30D | +21.4% | -14.1% | +35.5% | +30.4% |
| 3M | +20.5% | +4.5% | +16.0% | +16.8% |
| 6M | +7.4% | +4.4% | +3.0% | +3.7% |
| YTD | -13.9% | +26.6% | -40.5% | -26.1% |
| 1Y | -35.1% | +19.4% | -54.4% | -42.6% |
| 3Y | +156.8% | +144.6% | +12.2% | +51.6% |
| All | -10.6% | +155.9% | -166.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling