+156.8%
BITO vs BX
+25.1%
+131.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.1% |
| 7D | -3.4% | -5.6% | +2.2% | -1.0% |
| 30D | +21.4% | -12.2% | +33.6% | +28.5% |
| 3M | +20.5% | +7.4% | +13.1% | +15.8% |
| 6M | +7.4% | +22.2% | -14.8% | -4.0% |
| YTD | -13.9% | -14.0% | +0.1% | -8.7% |
| 1Y | -35.1% | -27.3% | -7.8% | -25.9% |
| 3Y | +156.8% | +24.5% | +132.3% | +154.6% |
| All | +156.8% | +25.1% | +131.7% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling