-35.1%
BITO vs FIX
+121.9%
-156.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.3% |
| 7D | -3.4% | +5.0% | -8.4% | -4.4% |
| 30D | +21.4% | -2.7% | +24.1% | +21.7% |
| 3M | +20.5% | -8.2% | +28.7% | +21.2% |
| 6M | +7.4% | +20.3% | -12.9% | +0.1% |
| YTD | -13.9% | +81.4% | -95.3% | -26.8% |
| 1Y | -35.1% | +121.5% | -156.6% | -45.7% |
| All | -35.1% | +121.9% | -156.9% | -45.7% |
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