+25.7%
BURL vs BOXX
+18.4%
+7.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -30.8% | +0.3% | -31.1% | -31.0% |
| 3M | -18.7% | +1.0% | -19.7% | -19.7% |
| 6M | -16.4% | +1.9% | -18.4% | -18.9% |
| YTD | -11.6% | +2.6% | -14.2% | -15.1% |
| 1Y | -12.0% | +4.0% | -16.0% | -16.7% |
| 3Y | +63.6% | +14.6% | +49.0% | +24.9% |
| All | +25.7% | +18.4% | +7.3% | +18.6% |
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