+568.8%
VST vs BOXX
+18.4%
+550.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +5.3% | +0.1% | +5.3% | +5.1% |
| 30D | +5.8% | +0.3% | +5.5% | +4.3% |
| 3M | +3.5% | +1.0% | +2.5% | -1.1% |
| 6M | -7.4% | +1.9% | -9.3% | -15.5% |
| YTD | -6.1% | +2.6% | -8.7% | -17.6% |
| 1Y | -21.6% | +4.0% | -25.6% | -36.1% |
| 3Y | +357.2% | +14.6% | +342.6% | +304.3% |
| All | +568.8% | +18.4% | +550.4% | +971.7% |
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