-23.4%
BITO vs BX
-8.3%
-15.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.4% | +0.7% |
| 7D | -1.9% | +8.3% | -10.2% | -4.7% |
| 30D | -6.7% | +13.5% | -20.3% | -11.2% |
| 3M | +23.1% | -7.6% | +30.7% | +27.0% |
| 6M | -2.0% | +4.0% | -6.1% | -4.1% |
| YTD | -11.4% | -15.2% | +3.8% | -2.3% |
| 1Y | -23.4% | -8.5% | -14.9% | -17.4% |
| All | -23.4% | -8.3% | -15.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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