+328.1%
UMC vs BOXX
+18.5%
+309.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | +9.0% | +0.1% | +9.0% | +9.1% |
| 30D | +17.2% | +0.3% | +16.9% | +17.8% |
| 3M | +11.4% | +1.0% | +10.4% | +12.9% |
| 6M | +137.5% | +1.9% | +135.6% | +138.0% |
| YTD | +193.1% | +2.7% | +190.4% | +192.5% |
| 1Y | +240.3% | +4.0% | +236.3% | +241.5% |
| 3Y | +262.2% | +14.7% | +247.5% | +391.6% |
| All | +328.1% | +18.5% | +309.7% | +741.1% |
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