-51.8%
REPL vs BOXX
+18.5%
-70.3%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -3.5% |
| 7D | -14.1% | +0.1% | -14.1% | -15.2% |
| 30D | -15.2% | +0.3% | -15.5% | -21.4% |
| 3M | +49.9% | +1.0% | +48.8% | +25.0% |
| 6M | +63.5% | +1.9% | +61.6% | +18.8% |
| YTD | +32.9% | +2.7% | +30.2% | -12.9% |
| 1Y | +115.0% | +4.0% | +110.9% | +17.6% |
| 3Y | -34.7% | +14.7% | -49.4% | -85.1% |
| All | -51.8% | +18.5% | -70.3% | -87.7% |
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 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