+288.8%
NRG vs BOXX
+18.5%
+270.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | +0.1% | -4.7% | -4.7% |
| 30D | -6.0% | +0.3% | -6.3% | -6.3% |
| 3M | -8.0% | +1.0% | -9.0% | -8.6% |
| 6M | -23.2% | +1.9% | -25.1% | -24.2% |
| YTD | -28.1% | +2.7% | -30.7% | -29.6% |
| 1Y | -27.3% | +4.0% | -31.3% | -29.1% |
| 3Y | +208.7% | +14.7% | +194.0% | +281.6% |
| All | +288.8% | +18.5% | +270.4% | +582.9% |
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