-15.4%
BITO vs FIX
+1,293.5%
-1,308.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -5.6% | -13.9% | +8.4% | -2.5% |
| 30D | -11.0% | -35.5% | +24.5% | -0.7% |
| 3M | +13.6% | -33.9% | +47.5% | +24.9% |
| 6M | -10.1% | -43.3% | +33.2% | +2.1% |
| YTD | -18.6% | +18.7% | -37.2% | -27.4% |
| 1Y | -33.1% | +13.8% | -46.8% | -39.8% |
| 3Y | +63.0% | +495.0% | -432.0% | -29.9% |
| 5Y | -13.5% | +1,049.0% | -1,062.5% | -77.0% |
| All | -15.4% | +1,293.5% | -1,308.9% | -79.6% |
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