+64.5%
USB vs BOXX
+19.3%
+45.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | +5.8% | +0.4% | +5.4% | +5.4% |
| 3M | -6.0% | +1.1% | -7.1% | -7.2% |
| 6M | +7.8% | +2.1% | +5.7% | +5.2% |
| YTD | +14.6% | +3.4% | +11.2% | +10.2% |
| 1Y | +31.8% | +4.2% | +27.6% | +25.8% |
| 3Y | +91.5% | +14.5% | +77.0% | +97.8% |
| All | +64.5% | +19.3% | +45.2% | +182.2% |
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