+210.9%
FSLY vs BOXX
+18.5%
+192.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.3% |
| 7D | +12.5% | +0.1% | +12.4% | +12.9% |
| 30D | -18.8% | +0.3% | -19.1% | -16.9% |
| 3M | +22.7% | +1.0% | +21.6% | +33.1% |
| 6M | -3.7% | +1.9% | -5.6% | +10.7% |
| YTD | +127.5% | +2.7% | +124.8% | +174.5% |
| 1Y | +193.5% | +4.0% | +189.5% | +279.1% |
| 3Y | -1.3% | +14.7% | -16.0% | +29.9% |
| All | +210.9% | +18.5% | +192.4% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling