+20.3%
UL vs BOXX
+14.7%
+5.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | +0.5% | +0.3% | +0.2% | +0.3% |
| 3M | +7.2% | +1.0% | +6.2% | +6.3% |
| 6M | -3.1% | +1.9% | -5.0% | -4.4% |
| YTD | -2.7% | +2.7% | -5.4% | -5.2% |
| 1Y | -10.2% | +4.0% | -14.3% | -14.2% |
| 3Y | +20.3% | +14.7% | +5.6% | +6.8% |
| All | +20.3% | +14.7% | +5.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling