+180.5%
FN vs BOXX
+19.3%
+161.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +20.8% | +0.1% | +20.7% | +20.8% |
| 30D | -17.3% | +0.4% | -17.7% | -16.9% |
| 3M | -38.1% | +1.0% | -39.1% | -36.6% |
| 6M | -44.2% | +2.0% | -46.2% | -42.1% |
| YTD | -22.3% | +3.4% | -25.7% | -20.2% |
| 1Y | -20.9% | +4.1% | -25.0% | -18.8% |
| 3Y | +111.1% | +14.4% | +96.7% | +217.7% |
| All | +180.5% | +19.3% | +161.2% | +442.5% |
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