-99.8%
BOXL vs VT
+65.7%
-165.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.0% |
| 7D | -5.6% | -0.1% | -5.4% | -5.4% |
| 30D | +94.3% | -0.7% | +94.9% | +96.0% |
| 3M | +24.2% | +4.0% | +20.2% | +17.6% |
| 6M | -25.5% | +12.3% | -37.7% | -36.8% |
| YTD | -43.4% | +14.0% | -57.5% | -53.3% |
| 1Y | -90.7% | +20.3% | -111.0% | -92.7% |
| 3Y | -98.4% | +75.4% | -173.8% | -99.2% |
| 5Y | -99.8% | +66.0% | -165.8% | -99.9% |
| All | -99.8% | +65.7% | -165.5% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling