+18.0%
ULTA vs BOXX
+18.5%
-0.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +1.6% |
| 7D | -3.1% | +0.1% | -3.1% | -3.6% |
| 30D | +2.8% | +0.3% | +2.5% | -0.4% |
| 3M | +14.8% | +1.0% | +13.7% | +3.1% |
| 6M | -16.2% | +1.9% | -18.2% | -30.8% |
| YTD | -9.6% | +2.7% | -12.3% | -30.4% |
| 1Y | +4.8% | +4.0% | +0.7% | -28.5% |
| 3Y | +30.7% | +14.7% | +16.0% | -63.7% |
| All | +18.0% | +18.5% | -0.5% | -71.5% |
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