+297.3%
GOOGL vs BOXX
+18.5%
+278.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.6% |
| 7D | 0.0% | +0.1% | 0.0% | -0.2% |
| 30D | -1.4% | +0.3% | -1.7% | -2.8% |
| 3M | -5.3% | +1.0% | -6.4% | -9.4% |
| 6M | +9.8% | +1.9% | +7.9% | +0.9% |
| YTD | +8.4% | +2.7% | +5.7% | -4.3% |
| 1Y | +41.2% | +4.0% | +37.2% | +15.7% |
| 3Y | +149.6% | +14.7% | +134.9% | +61.8% |
| All | +297.3% | +18.5% | +278.8% | +184.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling