+94.3%
EEM vs BOXX
+18.5%
+75.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | -1.3% | +0.1% | -1.3% | -1.2% |
| 30D | +2.1% | +0.3% | +1.8% | +2.2% |
| 3M | +1.0% | +1.0% | 0.0% | +1.4% |
| 6M | +15.9% | +1.9% | +14.0% | +16.0% |
| YTD | +24.6% | +2.7% | +22.0% | +24.0% |
| 1Y | +32.3% | +4.0% | +28.2% | +30.9% |
| 3Y | +85.9% | +14.7% | +71.3% | +113.6% |
| All | +94.3% | +18.5% | +75.8% | +168.9% |
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