+281.4%
FCEL vs BOXX
+4.0%
+277.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.8% |
| 7D | -15.8% | +0.1% | -15.9% | -14.6% |
| 30D | -29.3% | +0.4% | -29.6% | -20.9% |
| 3M | -30.1% | +1.0% | -31.2% | -9.8% |
| 6M | +74.4% | +2.0% | +72.5% | +119.9% |
| YTD | +104.5% | +2.6% | +101.9% | +147.0% |
| 1Y | +281.4% | +4.1% | +277.3% | +406.6% |
| All | +281.4% | +4.0% | +277.3% | +406.6% |
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