-61.1%
FISV vs BOXX
+4.0%
-65.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -1.4% |
| 30D | -2.1% | +0.4% | -2.4% | -8.5% |
| 3M | -5.7% | +1.0% | -6.8% | -22.7% |
| 6M | -15.3% | +2.0% | -17.3% | -38.4% |
| YTD | -21.1% | +2.6% | -23.7% | -47.3% |
| 1Y | -61.1% | +4.1% | -65.1% | -72.8% |
| All | -61.1% | +4.0% | -65.1% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling