+97.5%
FCX vs BOXX
+18.4%
+79.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -1.9% | 0.0% | -1.9% | -1.7% |
| 30D | +3.4% | +0.3% | +3.1% | +4.3% |
| 3M | +15.0% | +1.0% | +14.0% | +18.0% |
| 6M | +14.6% | +1.9% | +12.7% | +19.7% |
| YTD | +41.2% | +2.6% | +38.6% | +48.9% |
| 1Y | +60.4% | +4.0% | +56.4% | +74.2% |
| 3Y | +88.4% | +14.6% | +73.8% | +174.2% |
| All | +97.5% | +18.4% | +79.1% | +258.8% |
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