+71.0%
EQNR vs BOXX
+18.5%
+52.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +6.4% | +0.1% | +6.4% | +6.5% |
| 30D | +10.4% | +0.3% | +10.0% | +10.9% |
| 3M | +23.1% | +1.0% | +22.0% | +24.9% |
| 6M | +36.3% | +1.9% | +34.4% | +41.4% |
| YTD | +96.0% | +2.7% | +93.3% | +109.0% |
| 1Y | +94.2% | +4.0% | +90.2% | +118.5% |
| 3Y | +75.3% | +14.7% | +60.6% | +225.8% |
| All | +71.0% | +18.5% | +52.6% | +347.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling