-34.5%
BITO vs ALLE
-10.4%
-24.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -5.8% | -2.8% | -3.1% | -5.6% |
| 30D | +21.1% | -10.2% | +31.3% | +22.2% |
| 3M | +23.5% | +17.4% | +6.1% | +21.6% |
| 6M | +8.3% | +3.3% | +4.9% | +8.8% |
| YTD | -13.9% | -4.2% | -9.6% | -12.9% |
| 1Y | -34.5% | -10.5% | -24.0% | -31.0% |
| All | -34.5% | -10.4% | -24.2% | -31.0% |
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