+449.0%
META vs BOXX
+19.3%
+429.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -15.4% | +0.4% | -15.7% | -15.1% |
| 3M | +5.0% | +1.0% | +4.0% | +5.8% |
| 6M | +5.2% | +2.0% | +3.2% | +6.8% |
| YTD | -4.5% | +3.4% | -7.9% | -2.1% |
| 1Y | +0.6% | +4.1% | -3.5% | +2.9% |
| 3Y | +93.1% | +14.3% | +78.7% | +110.9% |
| All | +449.0% | +19.3% | +429.8% | +304.2% |
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