+2,036.4%
VRT vs BOXX
+18.4%
+2,018.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | +2.4% | +0.1% | +2.4% | +2.1% |
| 30D | -2.7% | +0.3% | -3.0% | -4.1% |
| 3M | -9.2% | +1.0% | -10.2% | -13.5% |
| 6M | -0.5% | +1.9% | -2.4% | -11.0% |
| YTD | +62.3% | +2.6% | +59.7% | +37.8% |
| 1Y | +109.6% | +4.0% | +105.6% | +64.8% |
| 3Y | +573.1% | +14.6% | +558.5% | +349.7% |
| All | +2,036.4% | +18.4% | +2,018.0% | +1,633.7% |
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 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