+32.6%
USB vs BOXX
+4.1%
+28.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +6.4% | +0.4% | +6.1% | +5.9% |
| 3M | -4.5% | +1.0% | -5.5% | -6.4% |
| 6M | +11.4% | +2.0% | +9.4% | +7.2% |
| YTD | +17.1% | +3.4% | +13.7% | +9.9% |
| 1Y | +32.6% | +4.1% | +28.5% | +24.3% |
| All | +32.6% | +4.1% | +28.5% | +24.3% |
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