+29.7%
Q vs BOXX
+3.5%
+26.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.1% | 0.0% | +4.0% | +4.4% |
| 30D | -10.7% | +0.3% | -11.0% | -9.7% |
| 3M | -11.7% | +1.0% | -12.7% | -9.9% |
| 6M | +8.3% | +1.9% | +6.4% | +1.1% |
| YTD | +51.3% | +2.6% | +48.7% | +19.3% |
| All | +29.7% | +3.5% | +26.2% | -30.3% |
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 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