+27.1%
AR vs BOXX
+18.4%
+8.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | +0.1% | -1.2% | -1.4% |
| 30D | +5.5% | +0.3% | +5.2% | +4.2% |
| 3M | +12.9% | +1.0% | +11.9% | +8.5% |
| 6M | +0.1% | +1.9% | -1.9% | -7.2% |
| YTD | +13.5% | +2.6% | +10.9% | +3.3% |
| 1Y | +21.6% | +4.0% | +17.6% | +7.2% |
| 3Y | +46.0% | +14.6% | +31.4% | -16.5% |
| All | +27.1% | +18.4% | +8.7% | -27.5% |
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