+140.4%
FDX vs BOXX
+18.4%
+122.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.9% | 0.0% | -3.9% | -3.8% |
| 30D | -3.3% | +0.3% | -3.6% | -2.8% |
| 3M | -2.0% | +1.0% | -2.9% | -0.4% |
| 6M | +8.0% | +1.9% | +6.1% | +12.1% |
| YTD | +35.0% | +2.6% | +32.4% | +42.5% |
| 1Y | +73.7% | +4.0% | +69.7% | +89.4% |
| 3Y | +61.6% | +14.6% | +47.0% | +145.1% |
| All | +140.4% | +18.4% | +122.0% | +398.3% |
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