-25.7%
FN vs BOXX
+4.1%
-29.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -5.9% |
| 7D | -7.0% | +0.1% | -7.1% | -6.9% |
| 30D | -24.7% | +0.4% | -25.1% | -24.9% |
| 3M | -35.7% | +1.0% | -36.7% | -33.0% |
| 6M | -52.4% | +2.0% | -54.4% | -54.2% |
| YTD | -25.0% | +3.3% | -28.2% | -60.5% |
| 1Y | -25.7% | +4.1% | -29.7% | -82.6% |
| All | -25.7% | +4.1% | -29.7% | -82.6% |
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