+192.2%
NEM vs BOXX
+18.5%
+173.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | +7.8% | +0.3% | +7.5% | +6.2% |
| 3M | +30.2% | +1.0% | +29.2% | +22.8% |
| 6M | +9.6% | +1.9% | +7.7% | -1.9% |
| YTD | +27.8% | +2.7% | +25.1% | +10.0% |
| 1Y | +60.7% | +4.0% | +56.7% | +30.7% |
| 3Y | +245.3% | +14.7% | +230.6% | +71.0% |
| All | +192.2% | +18.5% | +173.7% | -25.3% |
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 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