+14.4%
EXE vs BOXX
+18.5%
-4.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.4% |
| 30D | -0.9% | +0.3% | -1.2% | -2.4% |
| 3M | +9.6% | +1.0% | +8.5% | +4.4% |
| 6M | -11.6% | +1.9% | -13.5% | -18.9% |
| YTD | -12.6% | +2.7% | -15.2% | -21.7% |
| 1Y | +1.2% | +4.0% | -2.9% | -12.2% |
| 3Y | +18.0% | +14.7% | +3.4% | -29.3% |
| All | +14.4% | +18.5% | -4.1% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling