+54.5%
USAR vs BOXX
+15.5%
+39.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.4% |
| 7D | -11.6% | +0.1% | -11.7% | -12.0% |
| 30D | -15.5% | +0.3% | -15.8% | -17.8% |
| 3M | -31.0% | +1.0% | -32.1% | -37.1% |
| 6M | -26.2% | +1.9% | -28.2% | -39.9% |
| YTD | +30.8% | +2.7% | +28.1% | -2.3% |
| 1Y | +7.1% | +4.0% | +3.0% | -30.9% |
| 3Y | +53.0% | +14.7% | +38.3% | -26.3% |
| All | +54.5% | +15.5% | +39.0% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling