-57.2%
EL vs BOXX
+18.4%
-75.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.4% | +0.1% | -2.4% | -2.6% |
| 30D | +13.7% | +0.3% | +13.4% | +12.0% |
| 3M | +14.5% | +1.0% | +13.5% | +8.9% |
| 6M | +7.4% | +1.9% | +5.5% | -0.9% |
| YTD | -4.7% | +2.6% | -7.3% | -12.6% |
| 1Y | +12.9% | +4.0% | +8.9% | +4.1% |
| 3Y | -32.2% | +14.6% | -46.8% | -36.1% |
| All | -57.2% | +18.4% | -75.6% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling