+25.0%
BURL vs BOXX
+19.3%
+5.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.9% | +0.1% | +5.7% | +5.7% |
| 30D | -8.3% | +0.4% | -8.7% | -8.8% |
| 3M | -31.6% | +1.0% | -32.7% | -32.7% |
| 6M | -16.6% | +2.0% | -18.6% | -18.9% |
| YTD | -12.1% | +3.4% | -15.5% | -16.5% |
| 1Y | -10.0% | +4.1% | -14.0% | -15.1% |
| 3Y | +94.3% | +14.3% | +80.0% | +43.7% |
| All | +25.0% | +19.3% | +5.8% | +16.6% |
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 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