+13.5%
EQX vs BOXX
+4.0%
+9.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +7.8% | +0.3% | +7.4% | +6.8% |
| 3M | +21.3% | +1.0% | +20.3% | +13.0% |
| 6M | -22.4% | +1.9% | -24.4% | -36.5% |
| YTD | -11.3% | +2.7% | -14.0% | -30.9% |
| 1Y | +13.5% | +4.0% | +9.5% | -7.3% |
| All | +13.5% | +4.0% | +9.5% | -7.3% |
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