+645.6%
ASX vs BOXX
+18.4%
+627.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +6.3% | 0.0% | +6.3% | +6.4% |
| 30D | +6.4% | +0.3% | +6.1% | +7.6% |
| 3M | +13.1% | +1.0% | +12.1% | +16.6% |
| 6M | +90.3% | +1.9% | +88.4% | +98.4% |
| YTD | +149.6% | +2.6% | +147.0% | +160.8% |
| 1Y | +249.2% | +4.0% | +245.1% | +268.7% |
| 3Y | +445.9% | +14.6% | +431.3% | +722.5% |
| All | +645.6% | +18.4% | +627.2% | +1,199.2% |
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