-39.6%
ETSY vs BOXX
+18.5%
-58.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -8.6% | +0.3% | -8.9% | -8.9% |
| 3M | +4.8% | +1.0% | +3.7% | +3.4% |
| 6M | +38.1% | +1.9% | +36.2% | +34.7% |
| YTD | +31.2% | +2.7% | +28.6% | +27.1% |
| 1Y | +22.1% | +4.0% | +18.1% | +18.1% |
| 3Y | +12.2% | +14.7% | -2.4% | -0.6% |
| All | -39.6% | +18.5% | -58.0% | -49.5% |
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 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