+378.8%
QLD vs BOXX
+19.3%
+359.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -14.3% | +0.4% | -14.7% | -15.1% |
| 3M | -16.0% | +1.0% | -17.0% | -17.6% |
| 6M | -14.2% | +2.0% | -16.3% | -17.7% |
| YTD | +12.8% | +3.4% | +9.3% | +2.8% |
| 1Y | +14.1% | +4.1% | +10.0% | +1.6% |
| 3Y | +146.0% | +14.4% | +131.6% | +139.7% |
| All | +378.8% | +19.3% | +359.4% | +455.0% |
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