+912.2%
BX vs ITOT
+595.0%
+317.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -2.9% |
| 7D | -5.7% | -0.4% | -5.3% | -5.1% |
| 30D | -8.9% | -1.6% | -7.3% | -6.7% |
| 3M | +8.4% | +3.5% | +4.9% | +3.1% |
| 6M | +18.9% | +13.1% | +5.8% | -0.6% |
| YTD | -13.6% | +12.7% | -26.4% | -27.1% |
| 1Y | -22.4% | +18.3% | -40.7% | -39.1% |
| 3Y | +26.0% | +76.4% | -50.4% | -43.1% |
| 5Y | +18.8% | +73.8% | -55.0% | -41.8% |
| 10Y | +668.7% | +301.2% | +367.5% | +12.6% |
| All | +912.2% | +595.0% | +317.2% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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