-28.2%
DOW vs BOXX
+18.5%
-46.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -3.9% | +0.3% | -4.2% | -4.3% |
| 3M | -12.7% | +1.0% | -13.7% | -14.0% |
| 6M | -13.7% | +1.9% | -15.6% | -15.2% |
| YTD | +28.4% | +2.7% | +25.7% | +26.1% |
| 1Y | +21.8% | +4.0% | +17.7% | +21.5% |
| 3Y | -35.7% | +14.7% | -50.4% | -16.0% |
| All | -28.2% | +18.5% | -46.7% | +24.6% |
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