-100.0%
BOXL vs VT
+158.9%
-258.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -0.8% |
| 7D | -7.2% | -2.0% | -5.2% | -5.2% |
| 30D | +93.5% | -1.4% | +94.9% | +96.4% |
| 3M | +19.6% | +4.7% | +14.9% | +14.0% |
| 6M | -27.9% | +11.4% | -39.2% | -35.8% |
| YTD | -44.4% | +13.1% | -57.5% | -51.5% |
| 1Y | -90.8% | +19.0% | -109.8% | -92.3% |
| 3Y | -98.4% | +73.9% | -172.3% | -99.1% |
| 5Y | -99.8% | +65.4% | -165.2% | -99.9% |
| All | -100.0% | +158.9% | -258.8% | -100.0% |
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 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