-10.6%
BITO vs ARWR
+24.0%
-34.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -4.0% | +0.6% | -2.5% |
| 30D | +21.4% | -5.0% | +26.5% | +22.8% |
| 3M | +20.5% | +11.3% | +9.2% | +16.5% |
| 6M | +7.4% | +42.6% | -35.2% | -2.5% |
| YTD | -13.9% | +24.8% | -38.7% | -19.9% |
| 1Y | -35.1% | +178.8% | -213.8% | -51.2% |
| 3Y | +156.8% | +183.3% | -26.5% | +73.2% |
| All | -10.6% | +24.0% | -34.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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