+222.9%
FN vs BOXX
+18.4%
+204.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.3% |
| 7D | -1.7% | +0.1% | -1.7% | -1.5% |
| 30D | -22.0% | +0.4% | -22.4% | -20.9% |
| 3M | -43.0% | +1.0% | -44.0% | -41.6% |
| 6M | -27.7% | +2.0% | -29.7% | -26.3% |
| YTD | -10.5% | +2.6% | -13.1% | -9.3% |
| 1Y | +12.5% | +4.1% | +8.4% | +16.0% |
| 3Y | +153.8% | +14.7% | +139.1% | +304.1% |
| All | +222.9% | +18.4% | +204.5% | +516.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling