-29.9%
BITO vs EFX
-25.2%
-4.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -2.1% |
| 7D | +2.9% | -8.6% | +11.5% | +3.3% |
| 30D | +22.6% | +0.1% | +22.5% | +22.7% |
| 3M | +24.7% | +3.8% | +20.8% | +24.5% |
| 6M | +7.5% | -13.5% | +21.0% | +8.7% |
| YTD | -10.8% | -17.7% | +6.9% | -8.0% |
| 1Y | -29.9% | -25.6% | -4.3% | -27.5% |
| All | -29.9% | -25.2% | -4.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling