+103.9%
ALL vs BOXX
+18.5%
+85.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -2.3% | +0.1% | -2.3% | -2.3% |
| 30D | -0.4% | +0.3% | -0.7% | -0.7% |
| 3M | +16.0% | +1.0% | +15.0% | +15.0% |
| 6M | +24.6% | +1.9% | +22.6% | +23.2% |
| YTD | +23.7% | +2.7% | +21.0% | +22.1% |
| 1Y | +27.7% | +4.0% | +23.7% | +25.2% |
| 3Y | +150.2% | +14.7% | +135.6% | +147.1% |
| All | +103.9% | +18.5% | +85.4% | +137.8% |
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 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