+174.4%
FN vs BOXX
+14.6%
+159.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.6% |
| 30D | -26.0% | +0.3% | -26.3% | -25.1% |
| 3M | -33.3% | +1.0% | -34.3% | -32.1% |
| 6M | -14.9% | +1.9% | -16.9% | -14.9% |
| YTD | -8.6% | +2.6% | -11.2% | -10.4% |
| 1Y | +12.3% | +4.0% | +8.3% | +10.1% |
| 3Y | +174.4% | +14.6% | +159.8% | +308.6% |
| All | +174.4% | +14.6% | +159.8% | +308.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling