+8.7%
BA vs BOXX
+18.4%
-9.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -2.7% | 0.0% | -2.8% | -2.7% |
| 30D | -12.2% | +0.3% | -12.5% | -12.2% |
| 3M | -2.0% | +1.0% | -3.0% | -2.3% |
| 6M | -6.0% | +1.9% | -7.9% | -7.6% |
| YTD | -5.7% | +2.6% | -8.3% | -8.1% |
| 1Y | -10.0% | +4.0% | -14.0% | -12.6% |
| 3Y | -3.1% | +14.6% | -17.7% | +17.3% |
| All | +8.7% | +18.4% | -9.7% | +49.2% |
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 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