-37.8%
MKTX vs BOXX
+18.5%
-56.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | +0.7% | +0.3% | +0.4% | +0.3% |
| 3M | +40.8% | +1.0% | +39.8% | +38.0% |
| 6M | -8.0% | +1.9% | -9.9% | -10.8% |
| YTD | -8.7% | +2.7% | -11.4% | -12.2% |
| 1Y | -11.8% | +4.0% | -15.9% | -17.4% |
| 3Y | -24.0% | +14.7% | -38.7% | -42.9% |
| All | -37.8% | +18.5% | -56.3% | -72.1% |
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