+67.1%
EMR vs BOXX
+18.4%
+48.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.2% | 0.0% | -1.3% | -1.2% |
| 30D | -9.4% | +0.3% | -9.7% | -9.2% |
| 3M | +8.6% | +1.0% | +7.6% | +9.5% |
| 6M | +6.7% | +1.9% | +4.8% | +8.6% |
| YTD | +13.1% | +2.6% | +10.4% | +16.3% |
| 1Y | +12.7% | +4.0% | +8.7% | +19.0% |
| 3Y | +58.1% | +14.6% | +43.5% | +101.4% |
| All | +67.1% | +18.4% | +48.7% | +118.6% |
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 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