+1,348.1%
FIX vs BOXX
+18.4%
+1,329.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.1% | 0.0% | +6.0% | +6.1% |
| 30D | -2.7% | +0.3% | -3.0% | -2.4% |
| 3M | -10.9% | +1.0% | -12.0% | -10.5% |
| 6M | +29.0% | +1.9% | +27.1% | +27.4% |
| YTD | +76.9% | +2.6% | +74.3% | +71.8% |
| 1Y | +130.7% | +4.0% | +126.7% | +119.9% |
| 3Y | +790.7% | +14.6% | +776.1% | +1,010.5% |
| All | +1,348.1% | +18.4% | +1,329.7% | +2,204.4% |
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 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