+28.9%
FE vs BOXX
+18.4%
+10.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -2.1% | +0.3% | -2.5% | -2.7% |
| 3M | +2.6% | +1.0% | +1.6% | +0.9% |
| 6M | -6.8% | +1.9% | -8.7% | -9.5% |
| YTD | +6.9% | +2.6% | +4.2% | +2.8% |
| 1Y | +11.6% | +4.0% | +7.5% | +5.2% |
| 3Y | +47.7% | +14.6% | +33.1% | +19.1% |
| All | +28.9% | +18.4% | +10.5% | -4.7% |
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