+72.3%
ELF vs BOXX
+18.4%
+53.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.4% |
| 7D | -10.8% | 0.0% | -10.9% | -11.4% |
| 30D | +0.8% | +0.3% | +0.5% | -3.1% |
| 3M | +64.8% | +1.0% | +63.8% | +43.6% |
| 6M | +19.0% | +1.9% | +17.0% | -10.9% |
| YTD | +25.9% | +2.6% | +23.3% | -14.7% |
| 1Y | -28.8% | +4.0% | -32.8% | -58.6% |
| 3Y | -29.6% | +14.6% | -44.2% | -82.1% |
| All | +72.3% | +18.4% | +53.8% | -58.1% |
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