+357.1%
TER vs BOXX
+18.5%
+338.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | -5.7% | +0.3% | -6.0% | -5.3% |
| 3M | -0.4% | +1.0% | -1.4% | -0.2% |
| 6M | +25.8% | +1.9% | +23.9% | +22.0% |
| YTD | +96.4% | +2.7% | +93.7% | +83.7% |
| 1Y | +229.2% | +4.0% | +225.2% | +192.3% |
| 3Y | +288.1% | +14.7% | +273.5% | +160.7% |
| All | +357.1% | +18.5% | +338.6% | +194.8% |
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 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