-17.9%
BITO vs ALLE
+50.5%
-68.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -6.3% | +1.6% | -7.9% | -6.9% |
| 30D | -14.6% | +24.1% | -38.7% | -22.2% |
| 3M | +11.4% | +14.8% | -3.4% | +4.8% |
| 6M | -13.3% | +45.9% | -59.2% | -27.3% |
| YTD | -20.9% | +20.7% | -41.7% | -28.2% |
| 1Y | -32.1% | +14.2% | -46.3% | -36.6% |
| 3Y | +58.2% | +90.7% | -32.5% | +7.4% |
| 5Y | -13.6% | +50.6% | -64.2% | -35.0% |
| All | -17.9% | +50.5% | -68.4% | -37.8% |
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