-63.5%
RUN vs BOXX
+18.5%
-81.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -1.1% |
| 7D | -3.7% | +0.1% | -3.8% | -4.0% |
| 30D | -13.0% | +0.3% | -13.3% | -14.9% |
| 3M | -31.8% | +1.0% | -32.8% | -36.6% |
| 6M | -32.2% | +1.9% | -34.2% | -41.1% |
| YTD | -53.5% | +2.7% | -56.2% | -62.1% |
| 1Y | -46.5% | +4.0% | -50.6% | -60.8% |
| 3Y | -37.6% | +14.7% | -52.3% | -66.3% |
| All | -63.5% | +18.5% | -81.9% | -82.3% |
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 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