+151.9%
ET vs BOXX
+18.4%
+133.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | 0.0% | +1.3% | +1.3% |
| 30D | +4.6% | +0.3% | +4.3% | +4.5% |
| 3M | +16.0% | +1.0% | +15.1% | +15.7% |
| 6M | +22.8% | +1.9% | +20.9% | +22.7% |
| YTD | +38.9% | +2.6% | +36.2% | +39.6% |
| 1Y | +34.1% | +4.0% | +30.1% | +37.1% |
| 3Y | +98.8% | +14.6% | +84.2% | +179.5% |
| All | +151.9% | +18.4% | +133.5% | +365.4% |
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 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