+438.1%
META vs BOXX
+18.4%
+419.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | +0.4% | +4.4% | +4.8% |
| 3M | -1.6% | +1.0% | -2.7% | -1.0% |
| 6M | -7.5% | +2.0% | -9.4% | -6.0% |
| YTD | -6.4% | +2.6% | -9.0% | -4.6% |
| 1Y | -17.3% | +4.1% | -21.4% | -15.6% |
| 3Y | +109.9% | +14.7% | +95.2% | +127.1% |
| All | +438.1% | +18.4% | +419.7% | +293.7% |
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