+64.0%
EWZ vs BOXX
+18.5%
+45.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +12.8% | +0.3% | +12.5% | +13.1% |
| 3M | +10.8% | +1.0% | +9.7% | +11.7% |
| 6M | +2.5% | +1.9% | +0.6% | +4.5% |
| YTD | +21.4% | +2.7% | +18.7% | +24.5% |
| 1Y | +32.8% | +4.0% | +28.8% | +38.3% |
| 3Y | +45.2% | +14.7% | +30.5% | +122.3% |
| All | +64.0% | +18.5% | +45.5% | +189.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling