+35.1%
ELV vs BOXX
+4.0%
+31.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -2.3% |
| 7D | +3.3% | +0.1% | +3.3% | +2.5% |
| 30D | +4.2% | +0.4% | +3.8% | -0.8% |
| 3M | -0.1% | +1.0% | -1.1% | -14.1% |
| 6M | +41.3% | +2.0% | +39.3% | +2.9% |
| YTD | +17.4% | +2.6% | +14.8% | -23.7% |
| 1Y | +35.1% | +4.1% | +31.0% | -31.4% |
| All | +35.1% | +4.0% | +31.0% | -31.4% |
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 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