+265.7%
EOSE vs BOXX
+18.5%
+247.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.2% |
| 7D | +1.8% | +0.1% | +1.8% | +1.6% |
| 30D | -6.8% | +0.3% | -7.2% | -8.3% |
| 3M | -36.3% | +1.0% | -37.3% | -40.3% |
| 6M | -38.8% | +1.9% | -40.7% | -46.6% |
| YTD | -65.5% | +2.7% | -68.2% | -71.6% |
| 1Y | -45.3% | +4.0% | -49.3% | -58.6% |
| 3Y | +44.2% | +14.7% | +29.5% | -61.0% |
| All | +265.7% | +18.5% | +247.3% | -89.8% |
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