-0.4%
QS vs BOXX
+18.5%
-18.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.7% |
| 7D | -3.6% | +0.1% | -3.7% | -3.9% |
| 30D | -17.2% | +0.3% | -17.6% | -18.5% |
| 3M | -27.0% | +1.0% | -28.0% | -30.8% |
| 6M | -24.6% | +1.9% | -26.5% | -32.7% |
| YTD | -49.3% | +2.7% | -52.0% | -57.0% |
| 1Y | -40.3% | +4.0% | -44.4% | -52.5% |
| 3Y | -23.8% | +14.7% | -38.5% | -69.9% |
| All | -0.4% | +18.5% | -18.8% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling