+25.4%
D vs BOXX
+18.5%
+7.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -4.5% | +0.3% | -4.8% | -4.6% |
| 3M | -2.5% | +1.0% | -3.6% | -3.1% |
| 6M | +5.5% | +1.9% | +3.6% | +5.0% |
| YTD | +13.3% | +2.7% | +10.6% | +12.9% |
| 1Y | +11.8% | +4.0% | +7.8% | +12.0% |
| 3Y | +56.7% | +14.7% | +42.1% | +67.0% |
| All | +25.4% | +18.5% | +7.0% | +27.1% |
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