+50.5%
UNP vs BOXX
+18.4%
+32.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | +7.5% | +1.0% | +6.5% | +6.5% |
| 6M | +15.3% | +1.9% | +13.4% | +13.9% |
| YTD | +25.4% | +2.6% | +22.8% | +23.4% |
| 1Y | +35.6% | +4.0% | +31.6% | +32.2% |
| 3Y | +44.1% | +14.6% | +29.5% | +51.9% |
| All | +50.5% | +18.4% | +32.0% | +89.5% |
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