+57.3%
BEN vs BOXX
+4.1%
+53.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.6% | +4.6% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +3.0% | +0.4% | +2.7% | +2.9% |
| 3M | -4.3% | +1.0% | -5.4% | -4.4% |
| 6M | +16.4% | +2.0% | +14.4% | +16.9% |
| YTD | +46.8% | +3.3% | +43.5% | +42.1% |
| 1Y | +57.3% | +4.1% | +53.3% | +41.3% |
| All | +57.3% | +4.1% | +53.3% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling