-7.4%
BITO vs FIX
+1,929.0%
-1,936.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -3.0% |
| 7D | +2.9% | +6.0% | -3.2% | +1.2% |
| 30D | +22.6% | -7.2% | +29.8% | +24.8% |
| 3M | +24.7% | -15.9% | +40.5% | +29.1% |
| 6M | +7.5% | +12.7% | -5.3% | +0.7% |
| YTD | -10.8% | +72.8% | -83.6% | -27.2% |
| 1Y | -29.9% | +122.9% | -152.8% | -47.9% |
| 3Y | +158.9% | +774.3% | -615.4% | +1.4% |
| All | -7.4% | +1,929.0% | -1,936.4% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling