-9.4%
BITO vs XPO
+281.3%
-290.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +21.8% | -8.1% | +29.9% | +24.3% |
| 3M | +25.0% | -19.0% | +44.1% | +31.6% |
| 6M | +11.3% | -5.2% | +16.5% | +11.6% |
| YTD | -12.7% | +35.6% | -48.3% | -21.4% |
| 1Y | -32.3% | +41.1% | -73.4% | -40.3% |
| 3Y | +150.3% | +157.9% | -7.6% | +72.0% |
| All | -9.4% | +281.3% | -290.7% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling