+129.3%
FAST vs BOXX
+18.4%
+110.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | 0.0% | -0.5% | -0.7% |
| 30D | -6.4% | +0.3% | -6.7% | -7.7% |
| 3M | +7.1% | +1.0% | +6.1% | +2.2% |
| 6M | +7.0% | +1.9% | +5.1% | -1.9% |
| YTD | +24.1% | +2.6% | +21.5% | +11.0% |
| 1Y | +4.4% | +4.0% | +0.4% | -10.4% |
| 3Y | +93.2% | +14.6% | +78.6% | +40.5% |
| All | +129.3% | +18.4% | +110.9% | +72.2% |
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