+251.4%
C vs BOXX
+18.4%
+233.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | +2.0% | +0.3% | +1.7% | +2.0% |
| 3M | +4.4% | +1.0% | +3.4% | +4.3% |
| 6M | +28.3% | +1.9% | +26.4% | +27.7% |
| YTD | +20.5% | +2.6% | +17.8% | +19.5% |
| 1Y | +45.5% | +4.0% | +41.5% | +44.1% |
| 3Y | +274.0% | +14.6% | +259.4% | +367.6% |
| All | +251.4% | +18.4% | +233.0% | +643.6% |
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