+87.6%
BB vs BOXX
+4.1%
+83.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +6.9% | +7.0% |
| 7D | -6.8% | +0.1% | -6.9% | -6.5% |
| 30D | -3.5% | +0.4% | -3.9% | -1.8% |
| 3M | -1.2% | +1.0% | -2.3% | +2.9% |
| 6M | +57.0% | +2.0% | +55.0% | +63.2% |
| YTD | +131.1% | +3.3% | +127.9% | +149.9% |
| 1Y | +87.6% | +4.1% | +83.5% | +77.8% |
| All | +87.6% | +4.1% | +83.5% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling