+34.5%
BBY vs BOXX
+18.5%
+16.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +2.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.4% |
| 30D | +9.4% | +0.3% | +9.1% | +8.2% |
| 3M | +19.3% | +1.0% | +18.3% | +15.2% |
| 6M | +47.9% | +1.9% | +46.0% | +40.0% |
| YTD | +39.6% | +2.7% | +36.9% | +30.3% |
| 1Y | +22.2% | +4.0% | +18.1% | +11.9% |
| 3Y | +45.0% | +14.7% | +30.3% | +21.1% |
| All | +34.5% | +18.5% | +16.1% | +9.5% |
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 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