+174.5%
NFLX vs BOXX
+18.4%
+156.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.1% | 0.0% | -8.1% | -8.2% |
| 30D | +1.6% | +0.3% | +1.3% | +0.7% |
| 3M | -7.3% | +1.0% | -8.3% | -10.3% |
| 6M | -21.6% | +1.9% | -23.5% | -26.0% |
| YTD | -18.9% | +2.6% | -21.6% | -24.2% |
| 1Y | -39.1% | +4.0% | -43.1% | -44.1% |
| 3Y | +71.7% | +14.6% | +57.0% | +64.7% |
| All | +174.5% | +18.4% | +156.1% | +97.8% |
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