+93.9%
FITB vs BOXX
+18.5%
+75.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -5.7% | +0.3% | -6.0% | -5.8% |
| 3M | +3.2% | +1.0% | +2.1% | +2.6% |
| 6M | +23.4% | +1.9% | +21.5% | +22.5% |
| YTD | +18.8% | +2.7% | +16.1% | +17.7% |
| 1Y | +25.0% | +4.0% | +20.9% | +24.2% |
| 3Y | +131.2% | +14.7% | +116.5% | +226.2% |
| All | +93.9% | +18.5% | +75.5% | +414.0% |
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