-55.3%
ADBE vs BOXX
+14.7%
-70.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +0.9% |
| 7D | -5.4% | +0.1% | -5.4% | -5.8% |
| 30D | -2.5% | +0.3% | -2.8% | -5.5% |
| 3M | +15.3% | +1.0% | +14.2% | +4.2% |
| 6M | -7.8% | +1.9% | -9.8% | -22.7% |
| YTD | -27.9% | +2.7% | -30.6% | -43.4% |
| 1Y | -28.0% | +4.0% | -32.1% | -50.0% |
| 3Y | -55.3% | +14.7% | -70.0% | -81.8% |
| All | -55.3% | +14.7% | -70.0% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling