+122.9%
FIX vs BOXX
+4.0%
+118.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.2% |
| 7D | +6.0% | +0.1% | +6.0% | +6.5% |
| 30D | -7.2% | +0.4% | -7.6% | -5.1% |
| 3M | -15.9% | +1.0% | -16.9% | -12.3% |
| 6M | +12.7% | +2.0% | +10.8% | +5.2% |
| YTD | +72.8% | +2.6% | +70.2% | +40.2% |
| 1Y | +122.9% | +4.1% | +118.8% | +56.3% |
| All | +122.9% | +4.0% | +118.9% | +56.3% |
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