+72.7%
NEM vs BOXX
+4.0%
+68.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -2.1% |
| 7D | +0.3% | +0.1% | +0.2% | -0.3% |
| 30D | +23.1% | +0.4% | +22.7% | +17.7% |
| 3M | +18.5% | +1.0% | +17.5% | +2.0% |
| 6M | +7.8% | +2.0% | +5.8% | -24.8% |
| YTD | +29.1% | +2.6% | +26.5% | -22.9% |
| 1Y | +72.7% | +4.1% | +68.6% | -31.3% |
| All | +72.7% | +4.0% | +68.6% | -31.3% |
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