+11.7%
PL vs BOXX
+4.1%
+7.6%
-77.9%
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% | -2.8% |
| 7D | +22.3% | +0.1% | +22.2% | +22.8% |
| 30D | -8.3% | +0.4% | -8.7% | -4.1% |
| 3M | -43.3% | +1.0% | -44.3% | -33.3% |
| 6M | -65.8% | +2.0% | -67.8% | -56.1% |
| YTD | -29.5% | +3.4% | -32.9% | -32.2% |
| 1Y | +11.7% | +4.1% | +7.6% | -32.2% |
| All | +11.7% | +4.1% | +7.6% | -32.2% |
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