+18.2%
FICO vs BOXX
+19.3%
-1.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.8% | +0.4% | -1.2% | -1.3% |
| 3M | -31.3% | +1.0% | -32.3% | -33.3% |
| 6M | -33.9% | +2.0% | -36.0% | -38.6% |
| YTD | -57.6% | +3.4% | -61.0% | -62.8% |
| 1Y | -59.7% | +4.1% | -63.7% | -65.5% |
| 3Y | -28.0% | +14.4% | -42.4% | -45.5% |
| All | +18.2% | +19.3% | -1.1% | +6.1% |
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