+46.1%
ASML vs BOXX
+4.1%
+42.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.4% |
| 7D | -10.0% | +0.1% | -10.1% | -9.5% |
| 30D | -19.4% | +0.4% | -19.8% | -17.5% |
| 3M | -12.5% | +1.0% | -13.5% | -2.5% |
| 6M | +8.2% | +2.0% | +6.3% | +33.4% |
| YTD | +40.7% | +3.3% | +37.4% | +54.7% |
| 1Y | +46.1% | +4.1% | +42.1% | +25.1% |
| All | +46.1% | +4.1% | +42.1% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling