-10.6%
BITO vs FIX
+1,904.4%
-1,915.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -5.8% | +0.7% | -6.5% | -6.0% |
| 30D | +21.1% | -5.7% | +26.8% | +22.7% |
| 3M | +23.5% | -7.4% | +30.9% | +24.2% |
| 6M | +8.3% | +15.1% | -6.8% | +0.8% |
| YTD | -13.9% | +70.7% | -84.6% | -29.4% |
| 1Y | -34.5% | +111.9% | -146.5% | -50.6% |
| 3Y | +147.0% | +759.5% | -612.5% | -2.7% |
| All | -10.6% | +1,904.4% | -1,915.0% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling