+41.5%
IR vs BOXX
+18.5%
+23.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -4.5% | +0.1% | -4.5% | -4.5% |
| 30D | -13.9% | +0.3% | -14.3% | -13.7% |
| 3M | -0.3% | +1.0% | -1.4% | +0.5% |
| 6M | -14.3% | +1.9% | -16.3% | -13.0% |
| YTD | -7.9% | +2.7% | -10.6% | -5.8% |
| 1Y | -9.9% | +4.0% | -13.9% | -5.2% |
| 3Y | +6.5% | +14.7% | -8.1% | +57.4% |
| All | +41.5% | +18.5% | +23.0% | +206.7% |
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