-45.5%
VFC vs BOXX
+18.4%
-63.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | 0.0% | -3.3% | -3.7% |
| 30D | -14.0% | +0.3% | -14.3% | -16.2% |
| 3M | -22.6% | +1.0% | -23.5% | -29.4% |
| 6M | -24.7% | +1.9% | -26.7% | -37.1% |
| YTD | -29.0% | +2.6% | -31.6% | -44.3% |
| 1Y | -13.8% | +4.0% | -17.8% | -39.9% |
| 3Y | -28.2% | +14.6% | -42.9% | -77.1% |
| All | -45.5% | +18.4% | -63.9% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling