-23.4%
BITO vs EFA
+16.9%
-40.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.1% |
| 7D | -1.9% | +2.0% | -3.9% | -3.9% |
| 30D | -6.7% | +1.6% | -8.4% | -8.3% |
| 3M | +23.1% | -1.5% | +24.5% | +25.1% |
| 6M | -2.0% | +6.6% | -8.7% | -8.6% |
| YTD | -11.4% | +11.8% | -23.2% | -22.7% |
| 1Y | -23.4% | +16.9% | -40.2% | -36.8% |
| All | -23.4% | +16.9% | -40.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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