+17.7%
BURL vs BOXX
+18.4%
-0.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -7.0% | +0.1% | -7.0% | -7.0% |
| 30D | -35.6% | +0.3% | -35.9% | -35.9% |
| 3M | -26.3% | +1.0% | -27.2% | -27.2% |
| 6M | -20.7% | +1.9% | -22.6% | -23.0% |
| YTD | -17.2% | +2.6% | -19.8% | -20.5% |
| 1Y | -15.0% | +4.0% | -19.1% | -19.6% |
| 3Y | +53.2% | +14.6% | +38.6% | +17.0% |
| All | +17.7% | +18.4% | -0.7% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling