-100.0%
BOXL vs VT
+155.0%
-255.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.4% |
| 7D | -2.6% | +2.9% | -5.4% | -5.6% |
| 30D | -31.8% | -2.5% | -29.3% | -30.3% |
| 3M | -75.7% | -3.3% | -72.4% | -75.0% |
| 6M | -60.2% | +1.5% | -61.7% | -60.8% |
| YTD | -81.3% | +11.4% | -92.6% | -83.4% |
| 1Y | -95.2% | +11.9% | -107.1% | -95.8% |
| 3Y | -99.2% | +73.9% | -173.1% | -99.5% |
| 5Y | -99.9% | +57.9% | -157.8% | -100.0% |
| All | -100.0% | +155.0% | -255.0% | -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