+14.1%
QLD vs BOXX
+4.1%
+10.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.4% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -14.3% | +0.4% | -14.7% | -14.2% |
| 3M | -16.0% | +1.0% | -17.0% | -13.9% |
| 6M | -14.2% | +2.0% | -16.3% | -10.9% |
| YTD | +12.8% | +3.4% | +9.3% | -4.1% |
| 1Y | +14.1% | +4.1% | +10.0% | -24.5% |
| All | +14.1% | +4.1% | +10.0% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling