+70.0%
DIA vs BOXX
+18.5%
+51.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | +3.6% | +1.0% | +2.6% | +2.9% |
| 6M | +11.5% | +1.9% | +9.6% | +10.0% |
| YTD | +10.4% | +2.7% | +7.7% | +8.3% |
| 1Y | +15.6% | +4.0% | +11.5% | +13.0% |
| 3Y | +58.9% | +14.7% | +44.2% | +72.0% |
| All | +70.0% | +18.5% | +51.6% | +102.0% |
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 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