+180.5%
PL vs BOXX
+4.0%
+176.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -0.2% |
| 7D | -9.3% | +0.1% | -9.4% | -7.9% |
| 30D | -18.9% | +0.4% | -19.3% | -11.5% |
| 3M | -58.4% | +1.0% | -59.4% | -48.4% |
| 6M | -30.3% | +2.0% | -32.3% | -11.9% |
| YTD | -8.1% | +2.6% | -10.7% | +19.9% |
| 1Y | +180.5% | +4.1% | +176.4% | +1,882.9% |
| All | +180.5% | +4.0% | +176.5% | +1,882.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling