+61.8%
BP vs BOXX
+18.5%
+43.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | +5.2% | +0.1% | +5.2% | +5.2% |
| 30D | +8.7% | +0.3% | +8.4% | +8.8% |
| 3M | +9.3% | +1.0% | +8.3% | +10.1% |
| 6M | +13.6% | +1.9% | +11.6% | +16.2% |
| YTD | +37.7% | +2.7% | +35.0% | +44.1% |
| 1Y | +40.6% | +4.0% | +36.6% | +55.2% |
| 3Y | +40.3% | +14.7% | +25.7% | +180.1% |
| All | +61.8% | +18.5% | +43.4% | +452.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling