+156.8%
BITO vs EFA
+65.2%
+91.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.0% |
| 7D | -3.4% | -1.5% | -1.9% | -2.0% |
| 30D | +21.4% | -1.7% | +23.1% | +23.5% |
| 3M | +20.5% | +3.5% | +17.0% | +16.7% |
| 6M | +7.4% | +9.5% | -2.1% | -1.6% |
| YTD | -13.9% | +12.9% | -26.7% | -23.1% |
| 1Y | -35.1% | +18.2% | -53.3% | -44.3% |
| 3Y | +156.8% | +64.8% | +92.0% | +79.1% |
| All | +156.8% | +65.2% | +91.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling