+87.5%
BOX vs VT
+220.7%
-133.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | +2.7% |
| 7D | +0.5% | -4.2% | +4.7% | +4.4% |
| 30D | +23.5% | -5.8% | +29.3% | +30.3% |
| 3M | +36.1% | -5.2% | +41.3% | +42.7% |
| 6M | +72.7% | +0.1% | +72.6% | +70.1% |
| YTD | +45.6% | +8.2% | +37.4% | +32.0% |
| 1Y | +38.8% | +10.1% | +28.7% | +23.6% |
| 3Y | +72.8% | +69.7% | +3.2% | -3.4% |
| 5Y | +63.0% | +53.4% | +9.6% | +1.4% |
| 10Y | +210.0% | +219.2% | -9.3% | -12.3% |
| All | +87.5% | +220.7% | -133.2% | -46.0% |
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 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