+70.3%
USB vs BOXX
+18.4%
+51.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | -3.2% | +0.3% | -3.5% | -3.6% |
| 3M | +11.8% | +1.0% | +10.8% | +10.5% |
| 6M | +21.4% | +1.9% | +19.5% | +18.7% |
| YTD | +18.6% | +2.6% | +16.0% | +15.1% |
| 1Y | +30.8% | +4.0% | +26.8% | +25.0% |
| 3Y | +96.5% | +14.6% | +81.9% | +125.9% |
| All | +70.3% | +18.4% | +51.9% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling