+151.0%
BITO vs ALLE
+49.7%
+101.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +1.5% | +2.8% | -1.2% | +0.9% |
| 30D | +20.0% | -7.6% | +27.7% | +22.1% |
| 3M | +22.8% | +22.8% | 0.0% | +16.5% |
| 6M | +13.1% | +4.6% | +8.5% | +11.9% |
| YTD | -12.5% | -1.2% | -11.2% | -12.3% |
| 1Y | -32.6% | -9.1% | -23.4% | -30.7% |
| 3Y | +151.0% | +50.0% | +101.1% | +134.2% |
| All | +151.0% | +49.7% | +101.4% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling