-62.2%
NIO vs BOXX
+18.4%
-80.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -4.1% | +0.1% | -4.2% | -3.9% |
| 30D | -23.2% | +0.3% | -23.5% | -22.0% |
| 3M | -29.9% | +1.0% | -30.9% | -26.3% |
| 6M | -25.1% | +1.9% | -27.0% | -19.1% |
| YTD | -27.5% | +2.6% | -30.1% | -20.6% |
| 1Y | -41.1% | +4.0% | -45.1% | -34.0% |
| 3Y | -63.1% | +14.6% | -77.8% | -40.7% |
| All | -62.2% | +18.4% | -80.7% | -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 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