-10.6%
BITO vs ARWR
+23.9%
-34.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -5.8% | -4.3% | -1.5% | -4.9% |
| 30D | +21.1% | -7.3% | +28.4% | +23.2% |
| 3M | +23.5% | +17.0% | +6.5% | +18.0% |
| 6M | +8.3% | +39.8% | -31.5% | -1.3% |
| YTD | -13.9% | +24.7% | -38.5% | -19.9% |
| 1Y | -34.5% | +186.5% | -221.0% | -51.1% |
| 3Y | +147.0% | +176.8% | -29.8% | +67.8% |
| All | -10.6% | +23.9% | -34.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling