+163.4%
JPM vs BOXX
+14.7%
+148.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.9% |
| 30D | -2.5% | +0.3% | -2.8% | -3.7% |
| 3M | +14.1% | +1.0% | +13.1% | +9.2% |
| 6M | +25.1% | +1.9% | +23.2% | +15.0% |
| YTD | +12.1% | +2.7% | +9.4% | -0.1% |
| 1Y | +18.8% | +4.0% | +14.8% | +1.1% |
| 3Y | +163.4% | +14.7% | +148.8% | +53.4% |
| All | +163.4% | +14.7% | +148.8% | +53.4% |
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