-59.3%
UUUU vs BOXX
+4.1%
-63.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.3% |
| 7D | -19.9% | +0.1% | -20.0% | -20.1% |
| 30D | -41.5% | +0.4% | -41.8% | -41.9% |
| 3M | -47.0% | +1.0% | -48.0% | -47.5% |
| 6M | -68.7% | +2.0% | -70.7% | -70.9% |
| YTD | -54.7% | +3.3% | -58.0% | -73.6% |
| 1Y | -59.3% | +4.0% | -63.4% | -83.9% |
| All | -59.3% | +4.1% | -63.4% | -83.9% |
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