-3.9%
ELF vs BOXX
+4.1%
-8.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.2% |
| 7D | -1.5% | +0.1% | -1.6% | -3.8% |
| 30D | +9.5% | +0.4% | +9.2% | +0.5% |
| 3M | +29.4% | +1.0% | +28.3% | -3.1% |
| 6M | +83.7% | +2.0% | +81.8% | -8.5% |
| YTD | +49.4% | +3.3% | +46.2% | -78.4% |
| 1Y | -3.9% | +4.1% | -8.0% | -96.7% |
| All | -3.9% | +4.1% | -8.0% | -96.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling