-8.2%
NVO vs BOXX
+4.1%
-12.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +4.9% | +4.5% |
| 7D | +10.2% | +0.1% | +10.1% | +8.8% |
| 30D | +12.4% | +0.4% | +12.0% | +7.5% |
| 3M | -3.5% | +1.0% | -4.5% | -17.0% |
| 6M | -3.8% | +2.0% | -5.7% | -33.5% |
| YTD | -13.0% | +3.3% | -16.2% | -56.2% |
| 1Y | -8.2% | +4.1% | -12.3% | -55.5% |
| All | -8.2% | +4.1% | -12.3% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling