+140.5%
FDX vs BOXX
+18.5%
+122.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.3% | +0.1% | -3.3% | -3.2% |
| 30D | -4.5% | +0.3% | -4.8% | -4.0% |
| 3M | -7.3% | +1.0% | -8.4% | -5.8% |
| 6M | +7.5% | +1.9% | +5.6% | +11.5% |
| YTD | +35.1% | +2.7% | +32.4% | +42.7% |
| 1Y | +71.4% | +4.0% | +67.4% | +87.0% |
| 3Y | +60.8% | +14.7% | +46.2% | +143.8% |
| All | +140.5% | +18.5% | +122.0% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling