-7.4%
BITO vs ALLE
+23.9%
-31.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +22.6% | -6.8% | +29.4% | +26.3% |
| 3M | +24.7% | +21.0% | +3.6% | +13.5% |
| 6M | +7.5% | +1.1% | +6.4% | +6.2% |
| YTD | -10.8% | -0.5% | -10.3% | -11.8% |
| 1Y | -29.9% | -7.3% | -22.7% | -28.3% |
| 3Y | +158.9% | +42.3% | +116.7% | +103.4% |
| All | -7.4% | +23.9% | -31.3% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling