+18.5%
BOXX vs ARWR
+116.3%
-97.8%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.1% | -4.0% | +4.1% | +0.1% |
| 30D | +0.3% | -5.0% | +5.4% | +0.3% |
| 3M | +1.0% | +11.3% | -10.3% | +1.0% |
| 6M | +1.9% | +42.6% | -40.7% | +1.9% |
| YTD | +2.7% | +24.8% | -22.1% | +2.7% |
| 1Y | +4.0% | +178.8% | -174.7% | +4.0% |
| 3Y | +14.7% | +183.3% | -168.7% | +14.6% |
| All | +18.5% | +116.3% | -97.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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