+86.1%
PL vs BOXX
+4.0%
+82.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.0% |
| 7D | -9.0% | 0.0% | -9.1% | -8.4% |
| 30D | -29.6% | +0.3% | -29.9% | -26.9% |
| 3M | -45.7% | +1.0% | -46.6% | -40.2% |
| 6M | -34.3% | +1.9% | -36.2% | -38.0% |
| YTD | -15.4% | +2.6% | -18.0% | -35.7% |
| 1Y | +86.1% | +4.0% | +82.1% | +18.2% |
| All | +86.1% | +4.0% | +82.1% | +18.2% |
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 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