-0.6%
A vs BOXX
+18.4%
-19.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -4.3% | +0.3% | -4.5% | -4.5% |
| 3M | +8.9% | +1.0% | +8.0% | +8.1% |
| 6M | +24.5% | +1.9% | +22.6% | +23.7% |
| YTD | +5.8% | +2.6% | +3.2% | +5.3% |
| 1Y | +16.2% | +4.0% | +12.2% | +16.2% |
| 3Y | +28.5% | +14.6% | +13.8% | +48.8% |
| All | -0.6% | +18.4% | -19.0% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling