+362.2%
VST vs BOXX
+14.6%
+347.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.3% | +0.1% | +5.3% | +4.9% |
| 30D | +5.8% | +0.3% | +5.5% | +3.1% |
| 3M | +3.5% | +1.0% | +2.5% | -4.7% |
| 6M | -7.4% | +1.9% | -9.3% | -21.7% |
| YTD | -6.1% | +2.6% | -8.7% | -26.2% |
| 1Y | -21.6% | +4.0% | -25.6% | -46.5% |
| All | +362.2% | +14.6% | +347.6% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling