+94.9%
EXPD vs BOXX
+19.3%
+75.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | -0.8% | +0.4% | -1.2% | -0.5% |
| 3M | +4.1% | +1.0% | +3.1% | +4.9% |
| 6M | +25.7% | +2.0% | +23.7% | +27.5% |
| YTD | +31.4% | +3.4% | +28.0% | +36.0% |
| 1Y | +42.2% | +4.1% | +38.1% | +49.8% |
| 3Y | +77.2% | +14.4% | +62.8% | +144.7% |
| All | +94.9% | +19.3% | +75.6% | +214.6% |
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 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