+150.0%
USFD vs BOXX
+14.6%
+135.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -7.0% | +0.1% | -7.1% | -7.2% |
| 30D | -10.3% | +0.3% | -10.6% | -11.0% |
| 3M | +9.2% | +1.0% | +8.2% | +6.5% |
| 6M | +7.4% | +1.9% | +5.5% | +1.2% |
| YTD | +29.4% | +2.6% | +26.7% | +18.5% |
| 1Y | +24.8% | +4.0% | +20.8% | +7.7% |
| All | +150.0% | +14.6% | +135.4% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling