-9.4%
BITO vs FIX
+1,935.0%
-1,944.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +1.1% | +3.5% | -2.5% | 0.0% |
| 30D | +21.8% | -3.5% | +25.3% | +22.5% |
| 3M | +25.0% | -11.8% | +36.8% | +27.5% |
| 6M | +11.3% | +17.8% | -6.4% | +3.0% |
| YTD | -12.7% | +73.3% | -86.0% | -28.8% |
| 1Y | -32.3% | +128.1% | -160.4% | -50.1% |
| 3Y | +150.3% | +772.7% | -622.3% | -1.8% |
| All | -9.4% | +1,935.0% | -1,944.4% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling