+24.9%
AR vs BOXX
+18.5%
+6.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -2.1% |
| 7D | -2.5% | +0.1% | -2.5% | -2.7% |
| 30D | +2.5% | +0.3% | +2.2% | +1.2% |
| 3M | +12.3% | +1.0% | +11.3% | +7.7% |
| 6M | -3.1% | +1.9% | -5.1% | -10.1% |
| YTD | +11.5% | +2.7% | +8.8% | +1.3% |
| 1Y | +17.0% | +4.0% | +13.0% | +3.0% |
| 3Y | +47.3% | +14.7% | +32.6% | -15.9% |
| All | +24.9% | +18.5% | +6.4% | -29.0% |
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