-29.5%
BITO vs BOXX
+4.1%
-33.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -5.9% | +0.1% | -6.0% | -6.2% |
| 30D | -11.5% | +0.4% | -11.9% | -12.2% |
| 3M | +15.6% | +1.0% | +14.6% | +11.7% |
| 6M | -8.9% | +2.0% | -10.9% | -19.6% |
| YTD | -15.9% | +3.3% | -19.2% | -44.5% |
| 1Y | -29.5% | +4.0% | -33.5% | -59.1% |
| All | -29.5% | +4.1% | -33.6% | -59.1% |
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