-9.4%
BITO vs USFD
+161.6%
-171.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +2.3% |
| 7D | +1.1% | -7.0% | +8.1% | +4.5% |
| 30D | +21.8% | -10.3% | +32.1% | +28.1% |
| 3M | +25.0% | +9.2% | +15.8% | +18.6% |
| 6M | +11.3% | +7.4% | +3.9% | +6.0% |
| YTD | -12.7% | +29.4% | -42.1% | -25.9% |
| 1Y | -32.3% | +24.8% | -57.1% | -41.6% |
| 3Y | +150.3% | +150.0% | +0.3% | +46.2% |
| All | -9.4% | +161.6% | -171.0% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling