-39.3%
VG vs BOXX
+6.8%
-46.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -1.3% |
| 7D | +1.7% | +0.1% | +1.6% | +0.5% |
| 30D | +16.0% | +0.4% | +15.6% | +7.6% |
| 3M | +9.7% | +1.0% | +8.7% | -12.1% |
| 6M | +29.6% | +2.0% | +27.6% | -12.4% |
| YTD | +112.0% | +2.6% | +109.4% | +27.3% |
| 1Y | +12.8% | +4.1% | +8.7% | -47.6% |
| All | -39.3% | +6.8% | -46.1% | -95.3% |
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