+33.2%
W vs BOXX
+14.7%
+18.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +0.9% |
| 7D | -0.9% | +0.1% | -0.9% | -1.1% |
| 30D | -4.2% | +0.3% | -4.6% | -6.0% |
| 3M | +26.9% | +1.0% | +25.8% | +17.2% |
| 6M | +31.2% | +1.9% | +29.3% | +11.3% |
| YTD | -1.8% | +2.7% | -4.5% | -22.4% |
| 1Y | +9.3% | +4.0% | +5.3% | -22.0% |
| 3Y | +33.2% | +14.7% | +18.6% | -69.1% |
| All | +33.2% | +14.7% | +18.5% | -69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling