+100.8%
ESI vs BOXX
+18.4%
+82.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -2.3% | 0.0% | -2.4% | -2.2% |
| 30D | -9.0% | +0.3% | -9.3% | -8.6% |
| 3M | -13.3% | +1.0% | -14.2% | -12.0% |
| 6M | +5.3% | +1.9% | +3.3% | +6.3% |
| YTD | +37.6% | +2.6% | +35.0% | +37.8% |
| 1Y | +33.6% | +4.0% | +29.6% | +32.1% |
| 3Y | +75.8% | +14.6% | +61.2% | +60.7% |
| All | +100.8% | +18.4% | +82.4% | +165.9% |
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