+69.5%
NI vs BOXX
+18.5%
+51.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.2% |
| 7D | 0.0% | +0.1% | 0.0% | -0.1% |
| 30D | -1.4% | +0.3% | -1.7% | -2.4% |
| 3M | -10.6% | +1.0% | -11.6% | -13.7% |
| 6M | -9.3% | +1.9% | -11.3% | -14.7% |
| YTD | +1.1% | +2.7% | -1.5% | -6.9% |
| 1Y | +3.4% | +4.0% | -0.7% | -8.4% |
| 3Y | +67.9% | +14.7% | +53.2% | +25.4% |
| All | +69.5% | +18.5% | +51.1% | +32.5% |
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