+153.0%
VLO vs BOXX
+4.0%
+149.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +0.7% |
| 7D | +5.3% | +0.1% | +5.3% | +4.6% |
| 30D | +18.2% | +0.3% | +17.9% | +13.2% |
| 3M | +53.3% | +1.0% | +52.3% | +33.1% |
| 6M | +70.4% | +1.9% | +68.5% | +36.4% |
| YTD | +143.4% | +2.7% | +140.7% | +93.5% |
| 1Y | +153.0% | +4.0% | +149.0% | +135.6% |
| All | +153.0% | +4.0% | +149.0% | +135.6% |
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 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