+20.8%
VCIT vs BOXX
+18.5%
+2.3%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | -1.6% | +0.3% | -1.9% | -1.5% |
| 3M | -2.3% | +1.0% | -3.4% | -2.3% |
| 6M | -1.9% | +1.9% | -3.8% | -1.9% |
| YTD | -1.8% | +2.7% | -4.5% | -1.8% |
| 1Y | -1.2% | +4.0% | -5.2% | -1.3% |
| 3Y | +18.1% | +14.7% | +3.4% | +23.8% |
| All | +20.8% | +18.5% | +2.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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