+90.2%
FERG vs BOXX
+18.5%
+71.8%
-32.9%
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 | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | -8.9% | +0.3% | -9.2% | -9.2% |
| 3M | -2.0% | +1.0% | -3.1% | -3.0% |
| 6M | -3.2% | +1.9% | -5.1% | -4.6% |
| YTD | +1.5% | +2.7% | -1.2% | -0.3% |
| 1Y | +0.5% | +4.0% | -3.6% | -0.2% |
| 3Y | +50.4% | +14.7% | +35.8% | +55.1% |
| All | +90.2% | +18.5% | +71.8% | +117.1% |
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 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