+597.4%
AVGO vs BOXX
+18.5%
+578.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +1.1% | +0.1% | +1.1% | +1.0% |
| 30D | -13.0% | +0.3% | -13.3% | -13.7% |
| 3M | -6.0% | +1.0% | -7.0% | -8.6% |
| 6M | +6.4% | +1.9% | +4.4% | -0.1% |
| YTD | +5.0% | +2.7% | +2.3% | -4.4% |
| 1Y | +1.4% | +4.0% | -2.6% | -12.1% |
| 3Y | +336.8% | +14.7% | +322.2% | +462.5% |
| All | +597.4% | +18.5% | +578.9% | +966.8% |
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