+27.7%
M vs BOXX
+18.5%
+9.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.5% |
| 30D | -7.2% | +0.3% | -7.5% | -9.2% |
| 3M | -11.1% | +1.0% | -12.2% | -17.4% |
| 6M | +28.8% | +1.9% | +26.9% | +12.1% |
| YTD | +2.0% | +2.7% | -0.6% | -16.4% |
| 1Y | +31.3% | +4.0% | +27.2% | -2.4% |
| 3Y | +119.1% | +14.7% | +104.4% | -20.3% |
| All | +27.7% | +18.5% | +9.3% | -70.3% |
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