+878.1%
FIX vs BOXX
+19.3%
+858.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -27.8% | +0.4% | -28.2% | -27.7% |
| 3M | -35.6% | +1.0% | -36.6% | -35.3% |
| 6M | -45.2% | +2.0% | -47.2% | -45.0% |
| YTD | +19.5% | +3.4% | +16.1% | +16.1% |
| 1Y | +24.2% | +4.1% | +20.1% | +19.0% |
| 3Y | +494.2% | +14.4% | +479.8% | +603.2% |
| All | +878.1% | +19.3% | +858.8% | +1,458.0% |
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 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