+93.9%
NXT vs BOXX
+14.7%
+79.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.6% |
| 7D | -1.9% | +0.1% | -2.0% | -2.2% |
| 30D | -20.0% | +0.3% | -20.4% | -21.4% |
| 3M | -30.7% | +1.0% | -31.8% | -35.0% |
| 6M | -29.0% | +1.9% | -30.9% | -37.6% |
| YTD | -4.8% | +2.7% | -7.5% | -20.4% |
| 1Y | +22.8% | +4.0% | +18.8% | -2.8% |
| 3Y | +93.9% | +14.7% | +79.3% | -23.9% |
| All | +93.9% | +14.7% | +79.3% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling