+51.5%
BOX vs VT
+241.8%
-190.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.2% |
| 30D | +10.0% | +1.0% | +9.0% | +9.0% |
| 3M | +31.5% | +2.4% | +29.1% | +27.7% |
| 6M | +33.5% | +12.0% | +21.5% | +17.9% |
| YTD | +17.7% | +15.3% | +2.3% | +0.8% |
| 1Y | +7.5% | +22.6% | -15.1% | -13.5% |
| 3Y | +32.3% | +74.7% | -42.4% | -27.5% |
| 5Y | +35.1% | +66.1% | -31.0% | -21.8% |
| 10Y | +148.9% | +225.0% | -76.1% | -29.9% |
| All | +51.5% | +241.8% | -190.3% | -58.8% |
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