+273.6%
P vs BOXX
+18.5%
+255.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.7% |
| 30D | -11.9% | +0.3% | -12.2% | -13.8% |
| 3M | +41.6% | +1.0% | +40.5% | +31.5% |
| 6M | +58.1% | +1.9% | +56.2% | +35.4% |
| YTD | +46.5% | +2.7% | +43.8% | +17.7% |
| 1Y | +19.1% | +4.0% | +15.0% | -12.5% |
| 3Y | +150.6% | +14.7% | +135.9% | +49.5% |
| All | +273.6% | +18.5% | +255.1% | +292.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling