-10.6%
BITO vs AGG
-1.2%
-9.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -3.4% | -1.1% | -2.4% | -2.7% |
| 30D | +21.4% | -1.1% | +22.6% | +22.5% |
| 3M | +20.5% | -1.9% | +22.4% | +22.3% |
| 6M | +7.4% | -1.7% | +9.1% | +8.9% |
| YTD | -13.9% | -1.3% | -12.6% | -13.0% |
| 1Y | -35.1% | -0.7% | -34.3% | -34.6% |
| 3Y | +156.8% | +12.5% | +144.3% | +133.0% |
| All | -10.6% | -1.2% | -9.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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