-20.3%
VFC vs BOXX
+14.7%
-35.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +3.8% |
| 7D | -1.4% | +0.1% | -1.4% | -2.0% |
| 30D | -9.0% | +0.3% | -9.3% | -12.2% |
| 3M | -24.2% | +1.0% | -25.2% | -33.0% |
| 6M | -18.5% | +1.9% | -20.4% | -34.9% |
| YTD | -25.9% | +2.7% | -28.6% | -45.8% |
| 1Y | -13.0% | +4.0% | -17.0% | -45.5% |
| 3Y | -20.3% | +14.7% | -35.0% | -87.9% |
| All | -20.3% | +14.7% | -35.0% | -87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling