+291.7%
GOOG vs BOXX
+18.5%
+273.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.3% |
| 7D | 0.0% | +0.1% | 0.0% | -0.2% |
| 30D | -2.0% | +0.3% | -2.3% | -3.3% |
| 3M | -5.9% | +1.0% | -6.9% | -9.9% |
| 6M | +8.9% | +1.9% | +7.0% | +0.2% |
| YTD | +7.1% | +2.7% | +4.4% | -5.1% |
| 1Y | +39.7% | +4.0% | +35.6% | +15.2% |
| 3Y | +145.8% | +14.7% | +131.2% | +63.3% |
| All | +291.7% | +18.5% | +273.2% | +187.0% |
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