+67.8%
EXPD vs BOXX
+14.6%
+53.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +5.2% | +0.3% | +4.9% | +5.1% |
| 3M | +13.2% | +1.0% | +12.2% | +12.6% |
| 6M | +30.3% | +1.9% | +28.4% | +29.2% |
| YTD | +27.0% | +2.6% | +24.4% | +26.8% |
| 1Y | +57.3% | +4.0% | +53.3% | +61.5% |
| All | +67.8% | +14.6% | +53.2% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling