-23.4%
BITO vs ALLE
+18.6%
-41.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.9% |
| 7D | -1.9% | +6.7% | -8.6% | -2.0% |
| 30D | -6.7% | +25.4% | -32.1% | -7.1% |
| 3M | +23.1% | +16.9% | +6.1% | +22.9% |
| 6M | -2.0% | +46.6% | -48.6% | -2.9% |
| YTD | -11.4% | +22.4% | -33.8% | -10.3% |
| 1Y | -23.4% | +17.7% | -41.1% | -21.3% |
| All | -23.4% | +18.6% | -41.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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