-29.9%
BITO vs FIX
+128.3%
-158.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | +2.9% | +6.0% | -3.2% | +1.7% |
| 30D | +22.6% | -7.2% | +29.8% | +24.1% |
| 3M | +24.7% | -15.9% | +40.5% | +27.8% |
| 6M | +7.5% | +12.7% | -5.3% | +1.5% |
| YTD | -10.8% | +72.8% | -83.6% | -23.4% |
| 1Y | -29.9% | +122.9% | -152.8% | -40.6% |
| All | -29.9% | +128.3% | -158.2% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling