+26.6%
BURL vs BOXX
+19.3%
+7.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +7.7% | +0.1% | +7.6% | +7.5% |
| 30D | -7.1% | +0.3% | -7.5% | -7.6% |
| 3M | -30.3% | +1.0% | -31.3% | -31.3% |
| 6M | -15.5% | +2.0% | -17.5% | -17.9% |
| YTD | -11.0% | +3.4% | -14.3% | -15.5% |
| 1Y | -8.4% | +4.1% | -12.5% | -13.7% |
| 3Y | +96.7% | +14.4% | +82.3% | +45.4% |
| All | +26.6% | +19.3% | +7.3% | +18.1% |
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 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