+28.0%
FE vs BOXX
+18.5%
+9.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | -1.9% | +0.3% | -2.2% | -2.4% |
| 3M | -0.2% | +1.0% | -1.2% | -1.9% |
| 6M | -7.1% | +1.9% | -9.0% | -9.8% |
| YTD | +6.1% | +2.7% | +3.5% | +2.1% |
| 1Y | +10.1% | +4.0% | +6.0% | +3.9% |
| 3Y | +46.9% | +14.7% | +32.2% | +18.3% |
| All | +28.0% | +18.5% | +9.6% | -5.4% |
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