+94.9%
PR vs BOXX
+14.4%
+80.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -4.2% | +0.4% | -4.6% | -2.8% |
| 3M | +10.0% | +1.0% | +9.0% | +14.5% |
| 6M | +15.6% | +2.0% | +13.6% | +25.2% |
| YTD | +68.2% | +3.4% | +64.8% | +99.8% |
| 1Y | +79.2% | +4.1% | +75.1% | +125.2% |
| 3Y | +94.9% | +14.4% | +80.5% | +512.1% |
| All | +94.9% | +14.4% | +80.5% | +512.1% |
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