+203.7%
PR vs BOXX
+18.4%
+185.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.6% |
| 30D | +11.3% | +0.3% | +11.0% | +12.8% |
| 3M | +24.1% | +1.0% | +23.1% | +29.7% |
| 6M | +25.4% | +1.9% | +23.4% | +38.6% |
| YTD | +71.2% | +2.6% | +68.6% | +99.0% |
| 1Y | +78.6% | +4.0% | +74.6% | +129.9% |
| 3Y | +85.2% | +14.6% | +70.6% | +414.8% |
| All | +203.7% | +18.4% | +185.3% | +1,267.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling