+89.4%
EXPD vs BOXX
+18.4%
+71.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.2% | 0.0% | +1.1% | +1.2% |
| 30D | +6.8% | +0.3% | +6.5% | +7.1% |
| 3M | +14.9% | +1.0% | +14.0% | +15.6% |
| 6M | +34.6% | +1.9% | +32.7% | +36.6% |
| YTD | +27.7% | +2.6% | +25.1% | +31.5% |
| 1Y | +57.7% | +4.0% | +53.7% | +68.9% |
| 3Y | +70.9% | +14.6% | +56.3% | +144.1% |
| All | +89.4% | +18.4% | +71.0% | +204.1% |
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