+25.0%
FLEX vs BOXX
+4.1%
+20.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.4% | -12.1% |
| 7D | -17.0% | +0.1% | -17.1% | -16.6% |
| 30D | -33.8% | +0.4% | -34.2% | -33.0% |
| 3M | -39.0% | +1.0% | -40.1% | -33.2% |
| 6M | -15.9% | +2.0% | -17.9% | -3.1% |
| YTD | +27.8% | +3.3% | +24.6% | -2.5% |
| 1Y | +25.0% | +4.1% | +20.9% | -42.6% |
| All | +25.0% | +4.1% | +20.9% | -42.6% |
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