+58.4%
NDAQ vs BOXX
+18.5%
+39.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -5.6% | +0.1% | -5.6% | -5.5% |
| 30D | -4.4% | +0.3% | -4.7% | -3.9% |
| 3M | +5.9% | +1.0% | +4.8% | +7.6% |
| 6M | +7.7% | +1.9% | +5.8% | +12.3% |
| YTD | -5.2% | +2.7% | -7.8% | +1.2% |
| 1Y | -3.4% | +4.0% | -7.4% | +7.6% |
| 3Y | +85.6% | +14.7% | +71.0% | +268.5% |
| All | +58.4% | +18.5% | +39.9% | +496.2% |
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 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