-62.3%
NIO vs BOXX
+18.5%
-80.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.3% |
| 7D | -2.9% | +0.1% | -2.9% | -2.7% |
| 30D | -18.7% | +0.3% | -19.0% | -17.5% |
| 3M | -29.4% | +1.0% | -30.5% | -25.6% |
| 6M | -32.5% | +1.9% | -34.5% | -27.1% |
| YTD | -27.6% | +2.7% | -30.3% | -20.7% |
| 1Y | -39.2% | +4.0% | -43.2% | -31.7% |
| 3Y | -64.3% | +14.7% | -78.9% | -42.4% |
| All | -62.3% | +18.5% | -80.8% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling