-5.0%
BLDR vs BOXX
+18.5%
-23.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.2% |
| 7D | -8.2% | +0.1% | -8.3% | -8.4% |
| 30D | -16.6% | +0.3% | -16.9% | -17.4% |
| 3M | -23.2% | +1.0% | -24.2% | -25.7% |
| 6M | -33.7% | +1.9% | -35.7% | -37.8% |
| YTD | -41.3% | +2.7% | -44.0% | -46.4% |
| 1Y | -58.8% | +4.0% | -62.8% | -63.6% |
| 3Y | -57.5% | +14.7% | -72.1% | -45.1% |
| All | -5.0% | +18.5% | -23.4% | +45.6% |
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 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