+46.0%
XOM vs BOXX
+4.0%
+41.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.9% |
| 7D | +1.8% | +0.1% | +1.7% | +1.5% |
| 30D | +5.9% | +0.4% | +5.5% | +4.1% |
| 3M | +5.6% | +1.0% | +4.5% | -0.1% |
| 6M | +7.9% | +2.0% | +5.9% | +0.8% |
| YTD | +35.2% | +2.6% | +32.5% | +31.9% |
| 1Y | +46.0% | +4.1% | +41.9% | +94.9% |
| All | +46.0% | +4.0% | +41.9% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling