+18.5%
BOXX vs VSXY
+108.7%
-90.2%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | 0.0% |
| 7D | +0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +0.3% | -18.7% | +19.0% | +0.3% |
| 3M | +1.0% | -4.0% | +5.0% | +1.0% |
| 6M | +1.9% | +67.5% | -65.5% | +1.9% |
| YTD | +2.7% | +39.7% | -37.0% | +2.7% |
| 1Y | +4.0% | +180.0% | -175.9% | +4.0% |
| 3Y | +14.7% | +337.3% | -322.6% | +14.6% |
| All | +18.5% | +108.7% | -90.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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