-10.8%
NVTS vs BOXX
+4.1%
-14.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +8.1% |
| 7D | -0.3% | +0.1% | -0.4% | -3.1% |
| 30D | -24.4% | +0.4% | -24.7% | -31.5% |
| 3M | -26.5% | +1.0% | -27.5% | -45.3% |
| 6M | -41.4% | +2.0% | -43.4% | -72.5% |
| YTD | +30.7% | +3.3% | +27.4% | -78.2% |
| 1Y | -10.8% | +4.1% | -14.9% | -94.9% |
| All | -10.8% | +4.1% | -14.9% | -94.9% |
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 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