+30.6%
UPS vs BOXX
+4.1%
+26.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.5% |
| 7D | +8.2% | +0.1% | +8.1% | +7.7% |
| 30D | +22.7% | +0.4% | +22.4% | +20.5% |
| 3M | +6.4% | +1.0% | +5.4% | -0.7% |
| 6M | +22.6% | +2.0% | +20.7% | +6.7% |
| YTD | +20.7% | +3.3% | +17.4% | -0.8% |
| 1Y | +30.6% | +4.1% | +26.6% | +7.0% |
| All | +30.6% | +4.1% | +26.6% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling