-32.2%
BITO vs FIX
+15.7%
-47.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | -9.2% | +9.4% | -18.7% | -10.7% |
| 30D | -15.9% | -27.8% | +11.8% | -11.3% |
| 3M | +7.3% | -35.6% | +42.9% | +15.1% |
| 6M | -15.2% | -45.2% | +30.0% | -6.1% |
| YTD | -23.8% | +19.5% | -43.3% | -31.9% |
| 1Y | -32.2% | +24.2% | -56.4% | -40.1% |
| All | -32.2% | +15.7% | -47.9% | -40.1% |
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 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