-2.3%
QS vs BOXX
+18.4%
-20.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.2% |
| 30D | -18.3% | +0.3% | -18.6% | -19.4% |
| 3M | -26.0% | +1.0% | -27.0% | -29.6% |
| 6M | -24.0% | +1.9% | -26.0% | -32.3% |
| YTD | -50.3% | +2.6% | -52.9% | -57.7% |
| 1Y | -38.0% | +4.0% | -42.0% | -50.6% |
| 3Y | -24.6% | +14.6% | -39.2% | -70.1% |
| All | -2.3% | +18.4% | -20.7% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling