+156.8%
BITO vs FIS
-25.6%
+182.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | -5.8% | -8.9% | +3.1% | -3.3% |
| 30D | +21.1% | -9.9% | +31.0% | +24.6% |
| 3M | +23.5% | 0.0% | +23.5% | +22.3% |
| 6M | +8.3% | -22.9% | +31.2% | +17.0% |
| YTD | -13.9% | -40.9% | +27.0% | +3.1% |
| 1Y | -34.5% | -40.4% | +5.9% | -22.1% |
| All | +156.8% | -25.6% | +182.4% | +180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling