+18.5%
BOXX vs BG
+35.3%
-16.8%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | +0.1% | +3.1% | -3.1% | 0.0% |
| 30D | +0.3% | +10.2% | -9.9% | +0.3% |
| 3M | +1.0% | -1.7% | +2.7% | +1.0% |
| 6M | +1.9% | +1.0% | +1.0% | +1.9% |
| YTD | +2.7% | +39.9% | -37.2% | +2.7% |
| 1Y | +4.0% | +53.2% | -49.2% | +4.0% |
| 3Y | +14.7% | +16.3% | -1.6% | +14.6% |
| All | +18.5% | +35.3% | -16.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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