+15.2%
NYT vs BOXX
+4.1%
+11.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | -5.5% | +0.1% | -5.6% | -4.8% |
| 30D | +2.7% | +0.4% | +2.4% | +6.2% |
| 3M | +0.5% | +1.0% | -0.5% | +8.6% |
| 6M | -14.6% | +2.0% | -16.5% | 0.0% |
| YTD | -4.4% | +3.3% | -7.7% | +37.4% |
| 1Y | +15.2% | +4.0% | +11.2% | +95.6% |
| All | +15.2% | +4.1% | +11.1% | +95.6% |
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