+67.2%
RF vs BOXX
+18.5%
+48.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.0% | +0.1% | -1.0% | -1.0% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | +5.3% | +1.0% | +4.3% | +4.6% |
| 6M | +17.2% | +1.9% | +15.3% | +15.6% |
| YTD | +14.5% | +2.7% | +11.8% | +11.9% |
| 1Y | +15.9% | +4.0% | +11.9% | +11.7% |
| 3Y | +91.2% | +14.7% | +76.5% | +106.5% |
| All | +67.2% | +18.5% | +48.8% | +205.8% |
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