+63.0%
BOX vs VT
+53.2%
+9.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +1.8% |
| 7D | +0.5% | -4.2% | +4.7% | +3.5% |
| 30D | +23.5% | -5.8% | +29.3% | +28.7% |
| 3M | +36.1% | -5.2% | +41.3% | +41.2% |
| 6M | +72.7% | +0.1% | +72.6% | +70.6% |
| YTD | +45.6% | +8.2% | +37.4% | +34.3% |
| 1Y | +38.8% | +10.1% | +28.7% | +26.2% |
| 3Y | +72.8% | +69.7% | +3.2% | +2.9% |
| 5Y | +63.0% | +53.4% | +9.6% | +5.0% |
| All | +63.0% | +53.2% | +9.8% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling