-29.9%
BITO vs EFA
+23.1%
-53.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +2.9% | +0.6% | +2.3% | +2.2% |
| 30D | +22.6% | +0.9% | +21.7% | +21.5% |
| 3M | +24.7% | +4.9% | +19.8% | +18.3% |
| 6M | +7.5% | +8.6% | -1.1% | -1.1% |
| YTD | -10.8% | +14.6% | -25.4% | -25.3% |
| 1Y | -29.9% | +22.6% | -52.5% | -45.1% |
| All | -29.9% | +23.1% | -53.0% | -45.1% |
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