+56.3%
NYT vs BOXX
+14.7%
+41.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.3% |
| 7D | -0.6% | +0.1% | -0.6% | -0.8% |
| 30D | +4.6% | +0.3% | +4.3% | +3.6% |
| 3M | -9.6% | +1.0% | -10.6% | -12.5% |
| 6M | -14.0% | +1.9% | -15.9% | -19.0% |
| YTD | -2.8% | +2.7% | -5.5% | -11.3% |
| 1Y | +15.6% | +4.0% | +11.6% | -2.1% |
| 3Y | +56.3% | +14.7% | +41.7% | -16.0% |
| All | +56.3% | +14.7% | +41.7% | -16.0% |
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