+36.6%
BP vs BOXX
+4.1%
+32.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.6% |
| 7D | -8.4% | +0.1% | -8.5% | -9.6% |
| 30D | +2.2% | +0.4% | +1.9% | -2.3% |
| 3M | +8.8% | +1.0% | +7.8% | -6.6% |
| 6M | -0.5% | +2.0% | -2.5% | -26.5% |
| YTD | +36.2% | +3.3% | +32.9% | -19.1% |
| 1Y | +36.6% | +4.1% | +32.5% | -28.2% |
| All | +36.6% | +4.1% | +32.5% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling