+560.6%
NET vs BOXX
+18.4%
+542.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.1% |
| 7D | -7.0% | +0.1% | -7.0% | -7.2% |
| 30D | -4.8% | +0.4% | -5.2% | -6.1% |
| 3M | +3.8% | +1.0% | +2.8% | -0.2% |
| 6M | +50.0% | +2.0% | +48.1% | +37.2% |
| YTD | +41.5% | +2.6% | +38.8% | +25.1% |
| 1Y | +32.8% | +4.1% | +28.8% | +8.6% |
| 3Y | +335.9% | +14.7% | +321.2% | +175.7% |
| All | +560.6% | +18.4% | +542.2% | +249.0% |
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