+235.4%
EXPE vs BOXX
+18.4%
+217.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -13.6% | +0.3% | -13.9% | -14.2% |
| 3M | +26.6% | +1.0% | +25.7% | +23.7% |
| 6M | +19.9% | +1.9% | +18.0% | +13.9% |
| YTD | -1.7% | +2.6% | -4.3% | -9.7% |
| 1Y | +29.4% | +4.0% | +25.4% | +10.7% |
| 3Y | +155.7% | +14.6% | +141.1% | +50.6% |
| All | +235.4% | +18.4% | +217.0% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling