+68.7%
USB vs BOXX
+19.3%
+49.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +6.8% | +0.3% | +6.4% | +6.4% |
| 3M | -3.8% | +1.0% | -4.8% | -5.0% |
| 6M | +11.7% | +2.0% | +9.7% | +9.2% |
| YTD | +17.5% | +3.4% | +14.1% | +13.1% |
| 1Y | +33.8% | +4.1% | +29.7% | +27.8% |
| 3Y | +104.2% | +14.4% | +89.9% | +110.6% |
| All | +68.7% | +19.3% | +49.4% | +189.4% |
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