+26.2%
MSCI vs BOXX
+18.4%
+7.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.7% | 0.0% | -4.8% | -4.9% |
| 30D | -2.2% | +0.3% | -2.4% | -3.1% |
| 3M | -9.7% | +1.0% | -10.7% | -12.4% |
| 6M | +0.3% | +1.9% | -1.7% | -5.0% |
| YTD | -3.5% | +2.6% | -6.1% | -10.0% |
| 1Y | -1.4% | +4.0% | -5.4% | -11.0% |
| 3Y | +6.6% | +14.6% | -8.0% | -9.4% |
| All | +26.2% | +18.4% | +7.7% | +60.3% |
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