+40.3%
BP vs BOXX
+14.7%
+25.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | +5.2% | +0.1% | +5.2% | +5.1% |
| 30D | +8.7% | +0.3% | +8.4% | +7.8% |
| 3M | +9.3% | +1.0% | +8.3% | +6.9% |
| 6M | +13.6% | +1.9% | +11.6% | +10.0% |
| YTD | +37.7% | +2.7% | +35.0% | +33.6% |
| 1Y | +40.6% | +4.0% | +36.6% | +38.7% |
| 3Y | +40.3% | +14.7% | +25.7% | +54.2% |
| All | +40.3% | +14.7% | +25.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling