+440.5%
QLD vs BOXX
+18.5%
+422.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -3.0% | +0.3% | -3.3% | -3.5% |
| 3M | -2.8% | +1.0% | -3.8% | -4.6% |
| 6M | +32.0% | +1.9% | +30.1% | +25.6% |
| YTD | +27.3% | +2.7% | +24.6% | +17.8% |
| 1Y | +37.9% | +4.0% | +33.9% | +22.8% |
| 3Y | +174.6% | +14.7% | +160.0% | +189.6% |
| All | +440.5% | +18.5% | +422.0% | +535.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling