+32.0%
Q vs BOXX
+3.5%
+28.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +6.6% | +0.1% | +6.6% | +7.0% |
| 30D | -6.6% | +0.3% | -6.9% | -5.4% |
| 3M | -13.2% | +1.0% | -14.2% | -11.5% |
| 6M | +9.9% | +1.9% | +8.0% | +2.5% |
| YTD | +53.9% | +2.6% | +51.3% | +21.4% |
| All | +32.0% | +3.5% | +28.5% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling