+127.1%
VTR vs BOXX
+18.5%
+108.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +1.1% | +0.3% | +0.8% | +1.0% |
| 3M | +7.9% | +1.0% | +6.9% | +7.8% |
| 6M | +6.2% | +1.9% | +4.2% | +6.7% |
| YTD | +17.7% | +2.7% | +15.0% | +19.1% |
| 1Y | +32.9% | +4.0% | +28.9% | +35.9% |
| 3Y | +129.7% | +14.7% | +115.0% | +203.9% |
| All | +127.1% | +18.5% | +108.7% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling