+238.7%
EWT vs BOXX
+18.5%
+220.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +4.5% | +0.3% | +4.1% | +4.5% |
| 3M | +8.3% | +1.0% | +7.2% | +8.4% |
| 6M | +54.2% | +1.9% | +52.3% | +53.2% |
| YTD | +74.6% | +2.7% | +71.9% | +71.7% |
| 1Y | +84.9% | +4.0% | +80.9% | +79.9% |
| 3Y | +197.5% | +14.7% | +182.9% | +247.0% |
| All | +238.7% | +18.5% | +220.3% | +406.2% |
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