-10.6%
BITO vs EFA
+55.7%
-66.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -1.2% |
| 7D | -3.4% | -1.5% | -1.9% | -1.6% |
| 30D | +21.4% | -1.7% | +23.1% | +24.0% |
| 3M | +20.5% | +3.5% | +17.0% | +15.7% |
| 6M | +7.4% | +9.5% | -2.1% | -4.1% |
| YTD | -13.9% | +12.9% | -26.7% | -25.7% |
| 1Y | -35.1% | +18.2% | -53.3% | -47.0% |
| 3Y | +156.8% | +64.8% | +92.0% | +34.8% |
| All | -10.6% | +55.7% | -66.3% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling