-13.0%
VFC vs BOXX
+4.0%
-17.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +3.9% |
| 7D | -1.4% | +0.1% | -1.4% | -1.9% |
| 30D | -9.0% | +0.3% | -9.3% | -11.4% |
| 3M | -24.2% | +1.0% | -25.2% | -31.5% |
| 6M | -18.5% | +1.9% | -20.4% | -31.3% |
| YTD | -25.9% | +2.7% | -28.6% | -41.3% |
| 1Y | -13.0% | +4.0% | -17.0% | -10.1% |
| All | -13.0% | +4.0% | -17.0% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling