+4.1%
BOXX vs FGI
+17.8%
-13.7%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | 0.0% |
| 7D | 0.0% | -14.4% | +14.4% | 0.0% |
| 30D | +0.4% | -11.8% | +12.2% | +0.4% |
| 3M | +1.0% | -46.2% | +47.3% | +1.0% |
| 6M | +2.0% | +5.2% | -3.2% | +2.0% |
| YTD | +3.4% | +10.5% | -7.1% | +3.5% |
| 1Y | +4.1% | +25.5% | -21.4% | +4.1% |
| All | +4.1% | +17.8% | -13.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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