+3.4%
Z vs BOXX
+18.4%
-15.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -3.3% | 0.0% | -3.3% | -3.4% |
| 30D | -3.7% | +0.3% | -4.0% | -5.8% |
| 3M | -7.0% | +1.0% | -8.0% | -13.4% |
| 6M | -29.5% | +1.9% | -31.4% | -38.0% |
| YTD | -52.6% | +2.6% | -55.2% | -60.1% |
| 1Y | -64.0% | +4.0% | -68.0% | -72.2% |
| 3Y | -36.4% | +14.6% | -51.0% | -62.1% |
| All | +3.4% | +18.4% | -15.0% | -24.8% |
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