+496.4%
VST vs BOXX
+19.3%
+477.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | +19.2% | +0.1% | +19.1% | +18.3% |
| 30D | -17.2% | +0.4% | -17.5% | -19.2% |
| 3M | -8.1% | +1.0% | -9.2% | -13.0% |
| 6M | -8.1% | +2.0% | -10.1% | -16.8% |
| YTD | -16.3% | +3.4% | -19.7% | -29.5% |
| 1Y | -24.1% | +4.1% | -28.2% | -38.6% |
| 3Y | +300.2% | +14.4% | +285.8% | +212.3% |
| All | +496.4% | +19.3% | +477.1% | +816.6% |
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