+191.4%
FFIV vs BOXX
+18.4%
+173.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -1.3% | +0.3% | -1.6% | -0.9% |
| 3M | +2.4% | +1.0% | +1.4% | +4.2% |
| 6M | +41.8% | +1.9% | +39.9% | +47.0% |
| YTD | +58.5% | +2.6% | +55.9% | +67.2% |
| 1Y | +24.3% | +4.0% | +20.3% | +35.5% |
| 3Y | +152.0% | +14.6% | +137.4% | +268.2% |
| All | +191.4% | +18.4% | +173.0% | +382.4% |
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 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