+72.5%
EWJ vs BOXX
+14.7%
+57.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.8% | +0.3% | +0.5% | +0.7% |
| 3M | +7.5% | +1.0% | +6.5% | +7.2% |
| 6M | +15.6% | +1.9% | +13.7% | +14.5% |
| YTD | +22.7% | +2.7% | +20.0% | +20.1% |
| 1Y | +26.4% | +4.0% | +22.4% | +21.5% |
| 3Y | +72.5% | +14.7% | +57.9% | +50.8% |
| All | +72.5% | +14.7% | +57.9% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling