+46.9%
BB vs BOXX
+14.7%
+32.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | -12.5% | +0.3% | -12.9% | -12.5% |
| 3M | -17.4% | +1.0% | -18.5% | -17.4% |
| 6M | +119.1% | +1.9% | +117.2% | +118.1% |
| YTD | +102.4% | +2.7% | +99.7% | +100.2% |
| 1Y | +98.2% | +4.0% | +94.2% | +92.1% |
| 3Y | +46.9% | +14.7% | +32.3% | +47.8% |
| All | +46.9% | +14.7% | +32.3% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling