+60.8%
BITO vs USFD
+155.8%
-94.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -3.0% | -3.8% |
| 7D | -6.3% | +1.3% | -7.6% | -6.8% |
| 30D | -14.6% | +10.6% | -25.2% | -18.1% |
| 3M | +11.4% | -2.4% | +13.9% | +12.2% |
| 6M | -13.3% | +28.9% | -42.2% | -23.1% |
| YTD | -20.9% | +43.7% | -64.7% | -35.5% |
| 1Y | -32.1% | +48.5% | -80.6% | -45.7% |
| All | +60.8% | +155.8% | -94.9% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling