+258.1%
EWY vs BOXX
+18.5%
+239.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.4% |
| 7D | -0.1% | +0.1% | -0.1% | +0.1% |
| 30D | +7.3% | +0.3% | +7.0% | +8.3% |
| 3M | -5.1% | +1.0% | -6.2% | -2.9% |
| 6M | +42.1% | +1.9% | +40.1% | +44.5% |
| YTD | +94.1% | +2.7% | +91.4% | +94.6% |
| 1Y | +147.8% | +4.0% | +143.8% | +144.6% |
| 3Y | +222.9% | +14.7% | +208.3% | +280.2% |
| All | +258.1% | +18.5% | +239.6% | +402.9% |
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