+18.9%
COMP vs BOXX
+4.0%
+14.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -13.3% | +0.4% | -13.7% | -14.2% |
| 3M | +41.1% | +1.0% | +40.1% | +36.8% |
| 6M | +17.2% | +2.0% | +15.2% | +7.7% |
| YTD | +5.2% | +2.6% | +2.6% | -9.6% |
| 1Y | +18.9% | +4.1% | +14.9% | +23.6% |
| All | +18.9% | +4.0% | +14.9% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling