-47.1%
EOSE vs BOXX
+4.0%
-51.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.8% | +11.4% |
| 7D | +19.0% | +0.1% | +19.0% | +19.5% |
| 30D | +1.6% | +0.4% | +1.2% | +4.2% |
| 3M | -52.0% | +1.0% | -53.0% | -50.9% |
| 6M | -42.5% | +2.0% | -44.5% | -46.4% |
| YTD | -66.1% | +2.6% | -68.8% | -68.9% |
| 1Y | -47.1% | +4.1% | -51.2% | -59.1% |
| All | -47.1% | +4.0% | -51.2% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling