+100.7%
VT vs BOXX
+18.4%
+82.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -0.7% | +0.3% | -1.0% | -0.8% |
| 3M | +4.0% | +1.0% | +3.0% | +3.4% |
| 6M | +12.3% | +1.9% | +10.4% | +10.6% |
| YTD | +14.0% | +2.6% | +11.4% | +11.5% |
| 1Y | +20.3% | +4.0% | +16.3% | +16.4% |
| 3Y | +75.4% | +14.6% | +60.8% | +91.1% |
| All | +100.7% | +18.4% | +82.3% | +149.6% |
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