+102.7%
ACWI vs BOXX
+18.5%
+84.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -0.9% | +0.3% | -1.2% | -1.0% |
| 3M | +3.5% | +1.0% | +2.5% | +2.9% |
| 6M | +12.8% | +1.9% | +10.9% | +11.3% |
| YTD | +14.0% | +2.7% | +11.3% | +11.5% |
| 1Y | +19.2% | +4.0% | +15.1% | +15.5% |
| 3Y | +75.1% | +14.7% | +60.5% | +89.9% |
| All | +102.7% | +18.5% | +84.2% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling