-8.9%
BA vs BOXX
+19.3%
-28.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -8.0% | +0.4% | -8.4% | -8.5% |
| 3M | -25.8% | +1.0% | -26.8% | -26.4% |
| 6M | -27.6% | +2.0% | -29.6% | -28.6% |
| YTD | -21.0% | +3.4% | -24.4% | -23.7% |
| 1Y | -12.3% | +4.1% | -16.3% | -15.6% |
| 3Y | -12.8% | +14.4% | -27.1% | +2.1% |
| All | -8.9% | +19.3% | -28.2% | +24.0% |
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