-32.6%
MOD vs BOXX
+4.1%
-36.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | 0.0% | -21.5% | -21.5% |
| 7D | -31.3% | +0.1% | -31.4% | -31.6% |
| 30D | -46.1% | +0.4% | -46.5% | -46.7% |
| 3M | -51.1% | +1.0% | -52.1% | -49.8% |
| 6M | -62.1% | +2.0% | -64.0% | -56.4% |
| YTD | -26.2% | +3.3% | -29.5% | -26.1% |
| 1Y | -32.6% | +4.1% | -36.6% | -57.2% |
| All | -32.6% | +4.1% | -36.6% | -57.2% |
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