+63.4%
VSH vs BOXX
+4.1%
+59.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.5% |
| 7D | -13.6% | +0.1% | -13.7% | -15.0% |
| 30D | -30.4% | +0.4% | -30.7% | -33.7% |
| 3M | -33.3% | +1.0% | -34.3% | -39.2% |
| 6M | -15.1% | +2.0% | -17.0% | -27.6% |
| YTD | +80.2% | +3.3% | +76.9% | +33.8% |
| 1Y | +63.4% | +4.1% | +59.3% | -11.1% |
| All | +63.4% | +4.1% | +59.3% | -11.1% |
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