+88.3%
BN vs BOXX
+18.4%
+69.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -15.1% | +0.3% | -15.4% | -15.4% |
| 3M | -14.6% | +1.0% | -15.6% | -15.5% |
| 6M | -8.4% | +1.9% | -10.4% | -9.9% |
| YTD | -16.8% | +2.6% | -19.4% | -18.6% |
| 1Y | -14.4% | +4.0% | -18.4% | -17.1% |
| 3Y | +70.1% | +14.6% | +55.5% | +99.6% |
| All | +88.3% | +18.4% | +69.8% | +236.1% |
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