+49.0%
LYB vs BOXX
+4.1%
+44.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | -5.7% | +0.1% | -5.8% | -6.6% |
| 30D | +4.6% | +0.4% | +4.2% | +0.1% |
| 3M | +5.5% | +1.0% | +4.5% | -10.6% |
| 6M | -19.1% | +2.0% | -21.1% | -43.5% |
| YTD | +47.1% | +3.3% | +43.8% | -24.9% |
| 1Y | +49.0% | +4.0% | +45.0% | -45.0% |
| All | +49.0% | +4.1% | +44.9% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling