+42.4%
FCEL vs BOXX
+4.1%
+38.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -5.8% |
| 7D | -14.9% | +0.1% | -15.0% | -14.5% |
| 30D | -41.7% | +0.4% | -42.0% | -40.8% |
| 3M | -53.2% | +1.0% | -54.2% | -45.8% |
| 6M | -19.0% | +2.0% | -21.0% | +2.7% |
| YTD | +44.2% | +3.3% | +40.9% | +13.8% |
| 1Y | +42.4% | +4.1% | +38.4% | -45.1% |
| All | +42.4% | +4.1% | +38.4% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling