-23.4%
BITO vs FIX
+14.3%
-37.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.1% | +18.0% | +5.6% |
| 7D | -1.9% | -18.9% | +17.0% | +1.6% |
| 30D | -6.7% | -36.3% | +29.6% | +1.3% |
| 3M | +23.1% | -38.5% | +61.6% | +34.0% |
| 6M | -2.0% | -42.3% | +40.2% | +7.1% |
| YTD | -11.4% | +17.1% | -28.5% | -22.3% |
| 1Y | -23.4% | +14.4% | -37.7% | -32.9% |
| All | -23.4% | +14.3% | -37.6% | -32.9% |
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