-7.2%
BLDR vs BOXX
+18.4%
-25.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -4.0% |
| 7D | -8.1% | 0.0% | -8.2% | -8.2% |
| 30D | -21.5% | +0.3% | -21.8% | -22.2% |
| 3M | -21.0% | +1.0% | -22.0% | -23.4% |
| 6M | -37.1% | +1.9% | -39.0% | -41.0% |
| YTD | -42.7% | +2.6% | -45.3% | -47.6% |
| 1Y | -58.0% | +4.0% | -62.0% | -62.8% |
| 3Y | -57.8% | +14.6% | -72.5% | -45.4% |
| All | -7.2% | +18.4% | -25.6% | +42.4% |
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