+214.0%
W vs BOXX
+18.5%
+195.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +0.8% |
| 7D | -0.9% | +0.1% | -0.9% | -1.3% |
| 30D | -4.2% | +0.3% | -4.6% | -6.8% |
| 3M | +26.9% | +1.0% | +25.8% | +14.5% |
| 6M | +31.2% | +1.9% | +29.3% | +7.0% |
| YTD | -1.8% | +2.7% | -4.5% | -26.5% |
| 1Y | +9.3% | +4.0% | +5.3% | -28.5% |
| 3Y | +33.2% | +14.7% | +18.6% | -77.6% |
| All | +214.0% | +18.5% | +195.5% | -85.5% |
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