+585.5%
FLEX vs BOXX
+18.4%
+567.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.2% |
| 30D | -11.8% | +0.3% | -12.0% | -11.2% |
| 3M | -22.6% | +1.0% | -23.5% | -21.3% |
| 6M | +77.3% | +1.9% | +75.4% | +75.9% |
| YTD | +78.8% | +2.6% | +76.1% | +73.5% |
| 1Y | +86.1% | +4.0% | +82.1% | +76.3% |
| 3Y | +446.2% | +14.6% | +431.6% | +525.9% |
| All | +585.5% | +18.4% | +567.0% | +1,161.2% |
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