+423.5%
COMP vs BOXX
+18.4%
+405.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.8% | +0.1% | +0.8% | +0.3% |
| 30D | -13.9% | +0.3% | -14.2% | -16.2% |
| 3M | +30.7% | +1.0% | +29.7% | +19.7% |
| 6M | +18.7% | +1.9% | +16.7% | -1.3% |
| YTD | +1.0% | +2.6% | -1.6% | -21.9% |
| 1Y | +15.1% | +4.0% | +11.1% | -22.6% |
| 3Y | +219.8% | +14.6% | +205.2% | -42.2% |
| All | +423.5% | +18.4% | +405.1% | -83.1% |
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 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