+556.8%
VST vs BOXX
+18.5%
+538.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.7% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | +1.2% | +0.3% | +0.8% | -0.3% |
| 3M | +1.5% | +1.0% | +0.5% | -3.2% |
| 6M | -6.5% | +1.9% | -8.4% | -14.6% |
| YTD | -7.8% | +2.7% | -10.5% | -19.3% |
| 1Y | -26.9% | +4.0% | -30.9% | -40.5% |
| 3Y | +353.9% | +14.7% | +339.2% | +299.7% |
| All | +556.8% | +18.5% | +538.3% | +950.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling