+103.9%
NUE vs BOXX
+18.5%
+85.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -4.6% | +0.3% | -4.9% | -4.4% |
| 3M | -0.3% | +1.0% | -1.4% | -0.1% |
| 6M | +51.9% | +1.9% | +50.0% | +52.5% |
| YTD | +60.0% | +2.7% | +57.3% | +60.6% |
| 1Y | +82.9% | +4.0% | +78.9% | +84.7% |
| 3Y | +66.0% | +14.7% | +51.3% | +88.2% |
| All | +103.9% | +18.5% | +85.5% | +175.7% |
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