+280.8%
EQX vs BOXX
+18.5%
+262.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +7.8% | +0.3% | +7.4% | +7.7% |
| 3M | +21.3% | +1.0% | +20.3% | +20.0% |
| 6M | -22.4% | +1.9% | -24.4% | -24.4% |
| YTD | -11.3% | +2.7% | -14.0% | -13.7% |
| 1Y | +13.5% | +4.0% | +9.5% | +11.5% |
| 3Y | +162.1% | +14.7% | +147.5% | +199.5% |
| All | +280.8% | +18.5% | +262.3% | +207.3% |
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 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