+242.8%
ASML vs BOXX
+18.4%
+224.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +1.4% | +0.3% | +1.0% | +2.3% |
| 3M | +1.0% | +1.0% | 0.0% | +3.5% |
| 6M | +37.0% | +1.9% | +35.1% | +40.3% |
| YTD | +65.8% | +2.6% | +63.1% | +68.1% |
| 1Y | +123.1% | +4.0% | +119.1% | +123.3% |
| 3Y | +188.2% | +14.6% | +173.6% | +189.8% |
| All | +242.8% | +18.4% | +224.4% | +252.8% |
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