-2.0%
Z vs BOXX
+19.3%
-21.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.8% | +4.0% |
| 7D | -5.2% | +0.1% | -5.3% | -5.7% |
| 30D | +5.7% | +0.3% | +5.4% | +4.0% |
| 3M | -8.7% | +1.0% | -9.8% | -14.2% |
| 6M | -26.0% | +2.0% | -28.0% | -34.8% |
| YTD | -55.0% | +3.4% | -58.4% | -63.6% |
| 1Y | -58.0% | +4.1% | -62.1% | -67.5% |
| 3Y | -15.2% | +14.4% | -29.5% | -52.4% |
| All | -2.0% | +19.3% | -21.2% | -31.5% |
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