+15.9%
FTV vs BOXX
+18.4%
-2.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -11.5% | +0.3% | -11.8% | -11.7% |
| 3M | -9.0% | +1.0% | -10.0% | -9.6% |
| 6M | -2.0% | +1.9% | -4.0% | -2.5% |
| YTD | -0.9% | +2.6% | -3.6% | -1.7% |
| 1Y | +14.8% | +4.0% | +10.8% | +13.7% |
| 3Y | -5.5% | +14.6% | -20.1% | +20.7% |
| All | +15.9% | +18.4% | -2.6% | +115.4% |
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 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