-33.5%
VG vs BOXX
+6.8%
-40.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.0% |
| 7D | +9.6% | +0.1% | +9.5% | +8.5% |
| 30D | +15.2% | +0.3% | +14.8% | +8.0% |
| 3M | +24.1% | +1.0% | +23.0% | -0.8% |
| 6M | +27.2% | +1.9% | +25.2% | -13.7% |
| YTD | +132.3% | +2.7% | +129.6% | +38.1% |
| 1Y | +15.7% | +4.0% | +11.6% | -45.8% |
| All | -33.5% | +6.8% | -40.3% | -94.9% |
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