+0.7%
FPS vs BOXX
+2.3%
-1.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.7% |
| 7D | -4.6% | 0.0% | -4.6% | -3.7% |
| 30D | -22.6% | +0.3% | -22.9% | -17.7% |
| 3M | -45.1% | +1.0% | -46.1% | -33.2% |
| 6M | -17.8% | +1.9% | -19.8% | -22.8% |
| All | +0.7% | +2.3% | -1.6% | -37.5% |
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 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