+60.3%
FCX vs BOXX
+4.1%
+56.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -6.0% | +0.1% | -6.1% | -6.1% |
| 30D | -13.6% | +0.4% | -13.9% | -13.4% |
| 3M | -6.8% | +1.0% | -7.8% | -4.5% |
| 6M | +13.2% | +2.0% | +11.2% | +15.0% |
| YTD | +24.4% | +3.3% | +21.1% | +1.4% |
| 1Y | +60.3% | +4.1% | +56.2% | +1.1% |
| All | +60.3% | +4.1% | +56.2% | +1.1% |
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