-99.7%
FCUV vs BOXX
+18.5%
-118.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +1.0% |
| 7D | -66.5% | +0.1% | -66.5% | -67.3% |
| 30D | +5.0% | +0.3% | +4.7% | -10.9% |
| 3M | +63.8% | +1.0% | +62.8% | +21.7% |
| 6M | -67.8% | +1.9% | -69.8% | -79.3% |
| YTD | -82.4% | +2.7% | -85.1% | -90.1% |
| 1Y | -94.7% | +4.0% | -98.8% | -97.8% |
| 3Y | -99.3% | +14.7% | -113.9% | -99.9% |
| All | -99.7% | +18.5% | -118.1% | -100.0% |
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