+2.0%
A vs BOXX
+18.5%
-16.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -0.9% | +0.3% | -1.2% | -1.1% |
| 3M | +13.6% | +1.0% | +12.6% | +12.7% |
| 6M | +27.8% | +1.9% | +25.9% | +27.0% |
| YTD | +8.6% | +2.7% | +5.9% | +8.1% |
| 1Y | +16.9% | +4.0% | +12.8% | +16.8% |
| 3Y | +32.9% | +14.7% | +18.3% | +53.8% |
| All | +2.0% | +18.5% | -16.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling