-49.8%
FND vs BOXX
+14.7%
-64.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.8% |
| 7D | -5.8% | +0.1% | -5.8% | -6.0% |
| 30D | -20.2% | +0.3% | -20.5% | -21.3% |
| 3M | -12.0% | +1.0% | -13.0% | -15.6% |
| 6M | -18.5% | +1.9% | -20.4% | -23.9% |
| YTD | -22.3% | +2.7% | -24.9% | -28.6% |
| 1Y | -47.6% | +4.0% | -51.7% | -52.8% |
| 3Y | -49.8% | +14.7% | -64.4% | -61.4% |
| All | -49.8% | +14.7% | -64.4% | -61.4% |
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