+1,989.0%
VRT vs BOXX
+18.5%
+1,970.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.3% |
| 7D | -8.4% | +0.1% | -8.4% | -8.6% |
| 30D | -10.9% | +0.3% | -11.2% | -12.2% |
| 3M | -13.7% | +1.0% | -14.7% | -18.1% |
| 6M | -4.1% | +1.9% | -6.1% | -14.2% |
| YTD | +58.7% | +2.7% | +56.1% | +34.4% |
| 1Y | +89.6% | +4.0% | +85.6% | +48.9% |
| 3Y | +558.1% | +14.7% | +543.5% | +338.3% |
| All | +1,989.0% | +18.5% | +1,970.5% | +1,590.7% |
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