+0.6%
ES vs BOXX
+19.3%
-18.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +7.6% | +0.4% | +7.2% | +6.6% |
| 3M | +0.5% | +1.0% | -0.5% | -2.0% |
| 6M | +7.6% | +2.0% | +5.6% | +2.1% |
| YTD | +10.2% | +3.4% | +6.8% | +1.8% |
| 1Y | +1.8% | +4.1% | -2.3% | -6.8% |
| 3Y | +55.4% | +14.4% | +41.0% | +41.6% |
| All | +0.6% | +19.3% | -18.7% | -14.5% |
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