-99.8%
BIYA vs BOXX
+6.1%
-105.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.9% |
| 7D | -1.8% | +0.1% | -1.8% | -2.5% |
| 30D | -17.5% | +0.3% | -17.8% | -22.0% |
| 3M | -78.0% | +1.0% | -79.1% | -82.8% |
| 6M | -89.5% | +1.9% | -91.4% | -91.4% |
| YTD | -94.3% | +2.7% | -96.9% | -94.3% |
| 1Y | -98.6% | +4.0% | -102.6% | -98.4% |
| All | -99.8% | +6.1% | -105.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling