+55.6%
ENB vs BOXX
+18.4%
+37.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.9% | -3.9% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -5.2% | +0.3% | -5.5% | -5.4% |
| 3M | -13.4% | +1.0% | -14.4% | -13.8% |
| 6M | -7.8% | +1.9% | -9.7% | -7.8% |
| YTD | +4.9% | +2.6% | +2.3% | +5.4% |
| 1Y | +3.2% | +4.0% | -0.8% | +4.9% |
| 3Y | +71.0% | +14.6% | +56.4% | +110.1% |
| All | +55.6% | +18.4% | +37.1% | +120.2% |
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