+3,724.0%
NVDL vs BOXX
+18.5%
+3,705.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | -7.1% | +0.3% | -7.4% | -7.8% |
| 3M | +6.6% | +1.0% | +5.5% | +3.4% |
| 6M | +21.1% | +1.9% | +19.1% | +14.2% |
| YTD | +15.2% | +2.7% | +12.5% | +6.0% |
| 1Y | +18.8% | +4.0% | +14.8% | +6.7% |
| 3Y | +649.9% | +14.7% | +635.2% | +1,187.0% |
| All | +3,724.0% | +18.5% | +3,705.5% | +11,157.7% |
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