+58.6%
U vs BOXX
+18.4%
+40.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | 0.0% | -0.1% | -0.4% |
| 30D | -4.1% | +0.3% | -4.4% | -6.5% |
| 3M | +57.8% | +1.0% | +56.8% | +43.9% |
| 6M | +103.5% | +1.9% | +101.6% | +70.3% |
| YTD | -4.8% | +2.6% | -7.4% | -25.4% |
| 1Y | -2.4% | +4.0% | -6.4% | -31.8% |
| 3Y | +11.7% | +14.6% | -3.0% | -52.3% |
| All | +58.6% | +18.4% | +40.2% | -40.1% |
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