+27.0%
MSCI vs BOXX
+18.4%
+8.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -1.7% | +0.3% | -2.1% | -2.8% |
| 3M | -8.2% | +1.0% | -9.2% | -11.1% |
| 6M | -2.4% | +1.9% | -4.4% | -7.5% |
| YTD | -2.8% | +2.6% | -5.5% | -9.3% |
| 1Y | -2.7% | +4.0% | -6.7% | -12.3% |
| 3Y | +7.3% | +14.6% | -7.3% | -8.8% |
| All | +27.0% | +18.4% | +8.6% | +61.5% |
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