+1,352.2%
BE vs BOXX
+18.4%
+1,333.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | 0.0% | +9.7% | +9.6% |
| 30D | +22.4% | +0.3% | +22.1% | +21.0% |
| 3M | +10.4% | +1.0% | +9.4% | +4.6% |
| 6M | +67.9% | +1.9% | +65.9% | +46.3% |
| YTD | +197.5% | +2.6% | +194.9% | +140.9% |
| 1Y | +310.6% | +4.0% | +306.6% | +200.6% |
| 3Y | +1,657.2% | +14.6% | +1,642.6% | +1,269.2% |
| All | +1,352.2% | +18.4% | +1,333.8% | +1,133.2% |
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