-20.9%
BITO vs ALLE
+52.0%
-72.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.0% |
| 7D | -9.2% | +3.6% | -12.8% | -10.5% |
| 30D | -15.9% | +25.9% | -41.8% | -23.9% |
| 3M | +7.3% | +15.8% | -8.4% | +0.6% |
| 6M | -15.2% | +48.1% | -63.3% | -29.4% |
| YTD | -23.8% | +22.0% | -45.7% | -31.0% |
| 1Y | -32.2% | +18.0% | -50.2% | -37.7% |
| 3Y | +55.1% | +93.1% | -38.0% | +4.7% |
| 5Y | -16.7% | +52.1% | -68.8% | -37.6% |
| All | -20.9% | +52.0% | -72.8% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling