-28.5%
ELF vs BOXX
+14.7%
-43.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +0.5% |
| 7D | -11.6% | +0.1% | -11.7% | -12.3% |
| 30D | +4.6% | +0.3% | +4.3% | -0.4% |
| 3M | +59.7% | +1.0% | +58.7% | +34.7% |
| 6M | +21.2% | +1.9% | +19.3% | -13.6% |
| YTD | +27.4% | +2.7% | +24.8% | -20.4% |
| 1Y | -29.8% | +4.0% | -33.9% | -63.5% |
| 3Y | -28.5% | +14.7% | -43.1% | -88.4% |
| All | -28.5% | +14.7% | -43.1% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling