-28.4%
QS vs BOXX
+4.0%
-32.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -0.7% | +0.4% | -1.1% | -1.1% |
| 3M | -39.6% | +1.0% | -40.7% | -41.4% |
| 6M | -21.7% | +2.0% | -23.7% | -33.7% |
| YTD | -47.4% | +2.6% | -50.0% | -60.5% |
| 1Y | -28.4% | +4.1% | -32.4% | -37.3% |
| All | -28.4% | +4.0% | -32.4% | -37.3% |
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 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