+42.1%
DD vs BOXX
+14.7%
+27.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | +0.1% | -3.5% | -3.6% |
| 30D | -11.7% | +0.3% | -12.0% | -12.0% |
| 3M | -9.2% | +1.0% | -10.3% | -10.6% |
| 6M | -7.2% | +1.9% | -9.1% | -9.7% |
| YTD | +6.6% | +2.7% | +3.9% | +2.6% |
| 1Y | +32.0% | +4.0% | +28.0% | +25.8% |
| 3Y | +42.1% | +14.7% | +27.5% | +7.0% |
| All | +42.1% | +14.7% | +27.5% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling