+73.2%
XOM vs BOXX
+18.5%
+54.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.6% |
| 7D | +4.1% | +0.1% | +4.0% | +4.2% |
| 30D | +4.6% | +0.3% | +4.3% | +5.3% |
| 3M | +14.0% | +1.0% | +12.9% | +16.4% |
| 6M | +11.0% | +1.9% | +9.0% | +16.4% |
| YTD | +40.7% | +2.7% | +38.0% | +52.1% |
| 1Y | +52.3% | +4.0% | +48.3% | +74.1% |
| 3Y | +60.5% | +14.7% | +45.8% | +184.9% |
| All | +73.2% | +18.5% | +54.7% | +310.5% |
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 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