+141.2%
BB vs BOXX
+18.5%
+122.7%
-62.3%
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% | +1.8% |
| 7D | -0.4% | +0.1% | -0.4% | -0.3% |
| 30D | -12.5% | +0.3% | -12.9% | -12.0% |
| 3M | -17.4% | +1.0% | -18.5% | -16.0% |
| 6M | +119.1% | +1.9% | +117.2% | +125.7% |
| YTD | +102.4% | +2.7% | +99.7% | +110.5% |
| 1Y | +98.2% | +4.0% | +94.2% | +108.5% |
| 3Y | +46.9% | +14.7% | +32.3% | +132.4% |
| All | +141.2% | +18.5% | +122.7% | +274.5% |
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