+187.5%
ETN vs BOXX
+18.5%
+169.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.8% |
| 7D | +3.5% | +0.1% | +3.5% | +3.4% |
| 30D | -7.5% | +0.3% | -7.8% | -8.2% |
| 3M | +8.3% | +1.0% | +7.3% | +5.8% |
| 6M | +20.2% | +1.9% | +18.2% | +14.1% |
| YTD | +34.7% | +2.7% | +32.0% | +24.6% |
| 1Y | +19.4% | +4.0% | +15.4% | +6.8% |
| 3Y | +85.5% | +14.7% | +70.9% | +108.3% |
| All | +187.5% | +18.5% | +169.0% | +426.0% |
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