+194.3%
ASML vs BOXX
+19.3%
+175.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -14.9% | +0.3% | -15.2% | -14.6% |
| 3M | -13.0% | +1.0% | -14.0% | -11.3% |
| 6M | -4.7% | +2.0% | -6.7% | -1.3% |
| YTD | +42.3% | +3.4% | +38.9% | +45.8% |
| 1Y | +49.7% | +4.1% | +45.6% | +52.0% |
| 3Y | +144.3% | +14.4% | +129.9% | +139.9% |
| All | +194.3% | +19.3% | +175.1% | +205.9% |
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