+3.6%
VRSK vs BOXX
+18.5%
-14.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -5.2% | +0.1% | -5.2% | -5.3% |
| 30D | -2.3% | +0.3% | -2.6% | -2.9% |
| 3M | -2.9% | +1.0% | -4.0% | -4.8% |
| 6M | -12.8% | +1.9% | -14.7% | -15.2% |
| YTD | -20.8% | +2.7% | -23.5% | -22.9% |
| 1Y | -33.2% | +4.0% | -37.3% | -34.7% |
| 3Y | -26.6% | +14.7% | -41.2% | -19.6% |
| All | +3.6% | +18.5% | -14.9% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling