+182.1%
FSLY vs BOXX
+4.0%
+178.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -1.7% |
| 7D | -10.6% | +0.1% | -10.7% | -9.5% |
| 30D | -20.9% | +0.4% | -21.3% | -13.8% |
| 3M | +3.4% | +1.0% | +2.4% | +35.2% |
| 6M | +2.7% | +2.0% | +0.8% | +71.5% |
| YTD | +102.3% | +2.6% | +99.6% | +385.2% |
| 1Y | +182.1% | +4.1% | +178.0% | +2,136.8% |
| All | +182.1% | +4.0% | +178.0% | +2,136.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling