+28.4%
FE vs BOXX
+18.4%
+10.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -1.3% | +0.3% | -1.5% | -1.7% |
| 3M | +0.6% | +1.0% | -0.4% | -1.1% |
| 6M | -6.8% | +1.9% | -8.8% | -9.5% |
| YTD | +6.4% | +2.6% | +3.8% | +2.4% |
| 1Y | +11.3% | +4.0% | +7.3% | +5.0% |
| 3Y | +47.1% | +14.6% | +32.5% | +18.5% |
| All | +28.4% | +18.4% | +10.0% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling