+18.5%
BOXX vs ESTC
+69.8%
-51.3%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +0.1% | -9.2% | +9.2% | +0.1% |
| 30D | +0.3% | +8.1% | -7.8% | +0.3% |
| 3M | +1.0% | +38.5% | -37.4% | +1.0% |
| 6M | +1.9% | +57.8% | -55.9% | +1.9% |
| YTD | +2.7% | +10.5% | -7.9% | +2.7% |
| 1Y | +4.0% | -6.4% | +10.4% | +4.0% |
| 3Y | +14.7% | +4.7% | +10.0% | +14.6% |
| All | +18.5% | +69.8% | -51.3% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling