+2.7%
Z vs BOXX
+18.4%
-15.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.1% | +0.1% | -7.1% | -7.4% |
| 30D | -4.8% | +0.3% | -5.1% | -6.7% |
| 3M | -9.3% | +1.0% | -10.3% | -15.3% |
| 6M | -29.0% | +1.9% | -30.9% | -37.6% |
| YTD | -52.9% | +2.6% | -55.5% | -60.3% |
| 1Y | -63.1% | +4.0% | -67.2% | -71.5% |
| 3Y | -36.9% | +14.6% | -51.5% | -62.4% |
| All | +2.7% | +18.4% | -15.7% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling