-15.4%
BITO vs ALLE
+50.0%
-65.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -11.0% | +25.9% | -36.9% | -19.4% |
| 3M | +13.6% | +14.9% | -1.3% | +6.8% |
| 6M | -10.1% | +42.1% | -52.2% | -23.7% |
| YTD | -18.6% | +20.4% | -38.9% | -25.9% |
| 1Y | -33.1% | +14.9% | -47.9% | -37.8% |
| 3Y | +63.0% | +90.1% | -27.1% | +10.7% |
| 5Y | -13.5% | +53.0% | -66.5% | -35.5% |
| All | -15.4% | +50.0% | -65.5% | -35.9% |
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