+109.3%
BAC vs BOXX
+18.4%
+90.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.2% | 0.0% | +1.1% | +1.2% |
| 30D | -0.7% | +0.3% | -1.1% | -0.5% |
| 3M | +16.9% | +1.0% | +15.9% | +17.9% |
| 6M | +29.6% | +1.9% | +27.7% | +31.9% |
| YTD | +15.3% | +2.6% | +12.6% | +18.1% |
| 1Y | +28.8% | +4.0% | +24.8% | +34.6% |
| 3Y | +136.4% | +14.6% | +121.8% | +292.0% |
| All | +109.3% | +18.4% | +90.9% | +470.4% |
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