+204.8%
FSLY vs BOXX
+18.4%
+186.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +7.5% | 0.0% | +7.5% | +7.9% |
| 30D | -21.1% | +0.3% | -21.4% | -19.4% |
| 3M | +21.8% | +1.0% | +20.8% | +31.5% |
| 6M | -0.1% | +1.9% | -2.1% | +14.7% |
| YTD | +123.1% | +2.6% | +120.4% | +168.2% |
| 1Y | +208.6% | +4.0% | +204.6% | +297.3% |
| 3Y | -1.3% | +14.6% | -15.9% | +29.2% |
| All | +204.8% | +18.4% | +186.4% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling