+29.9%
M vs BOXX
+18.4%
+11.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +2.4% | 0.0% | +2.4% | +2.3% |
| 30D | -11.6% | +0.3% | -11.9% | -13.6% |
| 3M | +1.6% | +1.0% | +0.6% | -5.4% |
| 6M | +25.2% | +1.9% | +23.3% | +8.9% |
| YTD | +3.8% | +2.6% | +1.1% | -14.7% |
| 1Y | +36.3% | +4.0% | +32.3% | +1.4% |
| 3Y | +116.3% | +14.6% | +101.7% | -21.1% |
| All | +29.9% | +18.4% | +11.5% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling