-57.9%
EL vs BOXX
+18.5%
-76.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.5% |
| 7D | -6.5% | +0.1% | -6.5% | -6.7% |
| 30D | +11.1% | +0.3% | +10.8% | +9.5% |
| 3M | +10.7% | +1.0% | +9.7% | +4.9% |
| 6M | +6.9% | +1.9% | +4.9% | -1.5% |
| YTD | -6.3% | +2.7% | -9.0% | -14.3% |
| 1Y | +13.5% | +4.0% | +9.4% | +4.3% |
| 3Y | -33.1% | +14.7% | -47.7% | -37.0% |
| All | -57.9% | +18.5% | -76.4% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling