-3.9%
BDX vs BOXX
+18.5%
-22.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | -3.2% | +0.1% | -3.2% | -3.3% |
| 30D | -2.5% | +0.3% | -2.9% | -3.2% |
| 3M | +21.4% | +1.0% | +20.4% | +18.7% |
| 6M | +10.4% | +1.9% | +8.5% | +7.0% |
| YTD | +18.8% | +2.7% | +16.2% | +14.4% |
| 1Y | +21.7% | +4.0% | +17.6% | +15.2% |
| 3Y | -10.0% | +14.7% | -24.6% | -15.9% |
| All | -3.9% | +18.5% | -22.4% | -11.6% |
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