+210.4%
W vs BOXX
+18.4%
+192.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +0.5% | 0.0% | +0.4% | +0.1% |
| 30D | -5.6% | +0.3% | -5.9% | -7.8% |
| 3M | +41.9% | +1.0% | +40.9% | +28.8% |
| 6M | +30.2% | +1.9% | +28.3% | +5.9% |
| YTD | -2.9% | +2.6% | -5.6% | -27.1% |
| 1Y | +11.6% | +4.0% | +7.6% | -26.8% |
| 3Y | +37.0% | +14.6% | +22.4% | -77.0% |
| All | +210.4% | +18.4% | +192.0% | -85.6% |
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