+156.8%
BITO vs CHWY
-11.7%
+168.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.4% |
| 7D | -3.4% | -13.6% | +10.2% | -1.6% |
| 30D | +21.4% | -8.5% | +30.0% | +22.7% |
| 3M | +20.5% | +8.9% | +11.6% | +18.7% |
| 6M | +7.4% | -20.5% | +27.8% | +10.1% |
| YTD | -13.9% | -38.2% | +24.3% | -8.9% |
| 1Y | -35.1% | -43.3% | +8.2% | -30.8% |
| 3Y | +156.8% | -8.5% | +165.4% | +164.2% |
| All | +156.8% | -11.7% | +168.5% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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