+140.2%
P vs BOXX
+14.6%
+125.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.1% |
| 7D | -4.1% | 0.0% | -4.2% | -4.6% |
| 30D | -14.0% | +0.3% | -14.3% | -16.4% |
| 3M | +41.4% | +1.0% | +40.5% | +27.9% |
| 6M | +54.2% | +1.9% | +52.2% | +23.0% |
| YTD | +40.4% | +2.6% | +37.8% | +2.6% |
| 1Y | +16.0% | +4.0% | +12.0% | -26.5% |
| All | +140.2% | +14.6% | +125.6% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling