+10.4%
NEE vs BOXX
+18.5%
-8.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -3.3% | +0.3% | -3.6% | -3.3% |
| 3M | -2.3% | +1.0% | -3.3% | -2.4% |
| 6M | -8.9% | +1.9% | -10.8% | -8.9% |
| YTD | +4.8% | +2.7% | +2.1% | +5.0% |
| 1Y | +18.7% | +4.0% | +14.7% | +19.8% |
| 3Y | +33.2% | +14.7% | +18.6% | +54.4% |
| All | +10.4% | +18.5% | -8.1% | +97.2% |
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 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