+194.5%
UAL vs BOXX
+18.5%
+176.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +2.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.7% |
| 30D | -12.2% | +0.3% | -12.5% | -14.1% |
| 3M | -2.5% | +1.0% | -3.5% | -9.7% |
| 6M | +21.1% | +1.9% | +19.2% | +3.3% |
| YTD | -1.8% | +2.7% | -4.5% | -21.8% |
| 1Y | +0.4% | +4.0% | -3.6% | -29.0% |
| 3Y | +130.3% | +14.7% | +115.6% | +12.1% |
| All | +194.5% | +18.5% | +176.0% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling