+56.3%
BROS vs BOXX
+18.4%
+37.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -6.1% | 0.0% | -6.1% | -6.2% |
| 30D | -12.4% | +0.3% | -12.7% | -13.4% |
| 3M | -27.9% | +1.0% | -28.9% | -30.8% |
| 6M | -16.8% | +1.9% | -18.7% | -23.8% |
| YTD | -29.0% | +2.6% | -31.7% | -36.8% |
| 1Y | -33.2% | +4.0% | -37.2% | -42.7% |
| 3Y | +56.8% | +14.6% | +42.2% | +11.5% |
| All | +56.3% | +18.4% | +37.9% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling