+89.6%
BOX vs VT
+234.3%
-144.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +0.8% |
| 7D | +2.9% | -0.3% | +3.2% | +3.2% |
| 30D | +24.6% | -1.4% | +26.1% | +26.2% |
| 3M | +38.7% | -1.4% | +40.1% | +40.2% |
| 6M | +74.7% | +5.5% | +69.2% | +63.9% |
| YTD | +47.3% | +12.8% | +34.4% | +28.5% |
| 1Y | +39.8% | +15.4% | +24.3% | +19.1% |
| 3Y | +74.8% | +76.9% | -2.1% | -5.9% |
| 5Y | +64.9% | +60.4% | +4.5% | -1.6% |
| 10Y | +213.5% | +232.8% | -19.3% | -14.5% |
| All | +89.6% | +234.3% | -144.7% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling