+231.5%
FN vs BOXX
+18.4%
+213.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +5.8% | +0.1% | +5.7% | +6.0% |
| 30D | -20.6% | +0.3% | -20.9% | -19.7% |
| 3M | -28.6% | +1.0% | -29.6% | -26.8% |
| 6M | -20.7% | +1.9% | -22.6% | -19.0% |
| YTD | -8.1% | +2.6% | -10.8% | -6.9% |
| 1Y | +13.3% | +4.0% | +9.3% | +16.8% |
| 3Y | +175.7% | +14.6% | +161.1% | +336.3% |
| All | +231.5% | +18.4% | +213.1% | +532.6% |
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 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