+14.6%
BOXX vs ESTC
+7.0%
+7.6%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | 0.0% | -13.2% | +13.2% | +0.1% |
| 30D | +0.3% | +9.3% | -9.1% | +0.3% |
| 3M | +1.0% | +37.3% | -36.4% | +1.0% |
| 6M | +1.9% | +61.0% | -59.1% | +1.9% |
| YTD | +2.6% | +10.7% | -8.0% | +2.6% |
| 1Y | +4.0% | -7.2% | +11.2% | +4.0% |
| All | +14.6% | +7.0% | +7.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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