-10.6%
BITO vs XPO
+277.0%
-287.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -5.7% | +2.2% | -2.0% |
| 30D | +21.4% | -12.8% | +34.2% | +25.7% |
| 3M | +20.5% | -20.0% | +40.5% | +27.3% |
| 6M | +7.4% | -6.0% | +13.4% | +7.9% |
| YTD | -13.9% | +34.0% | -47.9% | -22.2% |
| 1Y | -35.1% | +35.6% | -70.6% | -42.0% |
| 3Y | +156.8% | +152.3% | +4.5% | +77.7% |
| All | -10.6% | +277.0% | -287.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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