+21.1%
NTR vs BOXX
+18.5%
+2.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +16.8% | +0.3% | +16.5% | +16.6% |
| 3M | +20.7% | +1.0% | +19.7% | +20.1% |
| 6M | +0.5% | +1.9% | -1.4% | -0.1% |
| YTD | +29.2% | +2.7% | +26.5% | +29.5% |
| 1Y | +39.6% | +4.0% | +35.6% | +43.5% |
| 3Y | +37.9% | +14.7% | +23.2% | +74.9% |
| All | +21.1% | +18.5% | +2.6% | +96.2% |
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