+9.7%
FPS vs BOXX
+2.3%
+7.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +9.7% |
| 7D | +1.5% | +0.1% | +1.4% | +2.2% |
| 30D | -16.9% | +0.3% | -17.2% | -11.4% |
| 3M | -45.3% | +1.0% | -46.4% | -33.0% |
| 6M | -10.3% | +1.9% | -12.2% | -10.8% |
| All | +9.7% | +2.3% | +7.4% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling