-10.6%
BITO vs FIS
-65.0%
+54.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.4% | -7.9% | +4.5% | -1.2% |
| 30D | +21.4% | -8.0% | +29.4% | +24.1% |
| 3M | +20.5% | +0.6% | +19.9% | +19.4% |
| 6M | +7.4% | -22.2% | +29.6% | +14.5% |
| YTD | -13.9% | -40.8% | +26.9% | 0.0% |
| 1Y | -35.1% | -41.5% | +6.5% | -24.4% |
| 3Y | +156.8% | -25.5% | +182.3% | +175.7% |
| All | -10.6% | -65.0% | +54.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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