+77.6%
VTRS vs BOXX
+18.5%
+59.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.9% |
| 7D | -2.2% | +0.1% | -2.2% | -2.1% |
| 30D | +3.3% | +0.3% | +3.0% | +3.6% |
| 3M | +2.0% | +1.0% | +0.9% | +2.9% |
| 6M | +19.9% | +1.9% | +18.0% | +22.1% |
| YTD | +35.7% | +2.7% | +33.1% | +38.7% |
| 1Y | +68.1% | +4.0% | +64.1% | +73.9% |
| 3Y | +87.1% | +14.7% | +72.4% | +142.3% |
| All | +77.6% | +18.5% | +59.1% | +175.7% |
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 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