+570.7%
EAT vs BOXX
+18.4%
+552.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.8% | +0.1% | -6.9% | -6.9% |
| 30D | -5.4% | +0.3% | -5.7% | -5.9% |
| 3M | +42.8% | +1.0% | +41.8% | +40.3% |
| 6M | +56.5% | +1.9% | +54.6% | +50.4% |
| YTD | +50.0% | +2.6% | +47.4% | +42.4% |
| 1Y | +38.3% | +4.0% | +34.3% | +29.3% |
| 3Y | +591.6% | +14.6% | +577.0% | +659.5% |
| All | +570.7% | +18.4% | +552.3% | +904.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling