+53.6%
FICO vs BOXX
+18.4%
+35.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.8% |
| 7D | -19.2% | +0.1% | -19.2% | -19.4% |
| 30D | -14.6% | +0.4% | -15.0% | -16.1% |
| 3M | -20.1% | +1.0% | -21.1% | -23.8% |
| 6M | -36.3% | +2.0% | -38.3% | -41.6% |
| YTD | -44.9% | +2.6% | -47.5% | -50.8% |
| 1Y | -38.6% | +4.1% | -42.7% | -48.0% |
| 3Y | +4.0% | +14.7% | -10.7% | -14.9% |
| All | +53.6% | +18.4% | +35.2% | +40.2% |
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