+284.9%
P vs BOXX
+18.4%
+266.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +7.8% | 0.0% | +7.8% | +7.7% |
| 30D | +12.3% | +0.3% | +12.0% | +9.9% |
| 3M | +37.1% | +1.0% | +36.1% | +27.5% |
| 6M | +66.1% | +1.9% | +64.1% | +42.0% |
| YTD | +50.9% | +2.6% | +48.3% | +21.7% |
| 1Y | +27.2% | +4.0% | +23.2% | -6.4% |
| 3Y | +158.7% | +14.6% | +144.1% | +55.1% |
| All | +284.9% | +18.4% | +266.4% | +305.9% |
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