-44.3%
BBWI vs BOXX
+14.7%
-59.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.0% |
| 7D | -4.8% | +0.1% | -4.9% | -5.2% |
| 30D | +3.5% | +0.3% | +3.2% | +1.2% |
| 3M | -0.3% | +1.0% | -1.4% | -6.8% |
| 6M | -5.4% | +1.9% | -7.3% | -17.9% |
| YTD | -4.7% | +2.7% | -7.4% | -22.4% |
| 1Y | -30.5% | +4.0% | -34.5% | -47.7% |
| 3Y | -44.3% | +14.7% | -59.0% | -80.3% |
| All | -44.3% | +14.7% | -59.0% | -80.3% |
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