+9.1%
VNQ vs BOXX
+4.0%
+5.0%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | -1.3% | +0.1% | -1.3% | -1.5% |
| 30D | -2.9% | +0.4% | -3.3% | -4.3% |
| 3M | +0.8% | +1.0% | -0.2% | -3.2% |
| 6M | +2.5% | +2.0% | +0.5% | -2.9% |
| YTD | +10.6% | +2.6% | +8.0% | +4.1% |
| 1Y | +9.1% | +4.1% | +5.0% | +0.9% |
| All | +9.1% | +4.0% | +5.0% | +0.9% |
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 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