-79.9%
FIG vs BOXX
+4.5%
-84.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.7% | +4.0% |
| 7D | -3.8% | +0.1% | -3.9% | -4.6% |
| 30D | -2.3% | +0.3% | -2.6% | -7.4% |
| 3M | +20.0% | +1.0% | +18.9% | -2.1% |
| 6M | -16.7% | +1.9% | -18.6% | -36.2% |
| YTD | -37.9% | +2.7% | -40.6% | -52.5% |
| 1Y | -58.5% | +4.0% | -62.6% | -77.0% |
| All | -79.9% | +4.5% | -84.5% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling