+415.2%
COMP vs BOXX
+18.5%
+396.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.3% |
| 7D | -5.5% | +0.1% | -5.5% | -5.9% |
| 30D | -17.4% | +0.3% | -17.8% | -19.8% |
| 3M | +24.4% | +1.0% | +23.3% | +13.2% |
| 6M | +21.8% | +1.9% | +19.9% | +1.4% |
| YTD | -0.6% | +2.7% | -3.3% | -23.4% |
| 1Y | +11.5% | +4.0% | +7.4% | -25.2% |
| 3Y | +220.4% | +14.7% | +205.8% | -42.1% |
| All | +415.2% | +18.5% | +396.7% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling