+115.1%
UUUU vs BOXX
+18.5%
+96.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -4.8% |
| 7D | -10.5% | +0.1% | -10.6% | -10.3% |
| 30D | -10.5% | +0.3% | -10.8% | -9.5% |
| 3M | -14.1% | +1.0% | -15.2% | -11.2% |
| 6M | -35.5% | +1.9% | -37.4% | -32.2% |
| YTD | -10.9% | +2.7% | -13.6% | -5.2% |
| 1Y | +3.4% | +4.0% | -0.7% | +13.6% |
| 3Y | +73.1% | +14.7% | +58.5% | +50.0% |
| All | +115.1% | +18.5% | +96.6% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling