+189.1%
BOX vs VT
+215.5%
-26.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.9% |
| 7D | -3.5% | -2.3% | -1.1% | -1.5% |
| 30D | +17.5% | -5.0% | +22.5% | +22.8% |
| 3M | +31.7% | -4.9% | +36.6% | +37.4% |
| 6M | +73.1% | -1.5% | +74.6% | +73.4% |
| YTD | +40.3% | +8.5% | +31.8% | +27.2% |
| 1Y | +34.8% | +11.4% | +23.5% | +19.1% |
| 3Y | +68.5% | +70.1% | -1.6% | -5.0% |
| 5Y | +57.0% | +53.7% | +3.3% | -1.6% |
| All | +189.1% | +215.5% | -26.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling