+79.3%
BTI vs BOXX
+18.5%
+60.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -1.1% | +0.3% | -1.4% | -1.0% |
| 3M | -8.8% | +1.0% | -9.8% | -8.2% |
| 6M | -4.0% | +1.9% | -5.9% | -2.4% |
| YTD | +0.4% | +2.7% | -2.3% | +2.8% |
| 1Y | +1.9% | +4.0% | -2.1% | +6.0% |
| 3Y | +108.5% | +14.7% | +93.9% | +194.2% |
| All | +79.3% | +18.5% | +60.8% | +161.3% |
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