+67.6%
VZ vs BOXX
+18.5%
+49.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +0.9% | +0.1% | +0.9% | +0.8% |
| 30D | +7.7% | +0.3% | +7.4% | +6.9% |
| 3M | +9.7% | +1.0% | +8.6% | +7.1% |
| 6M | +3.1% | +1.9% | +1.2% | -0.2% |
| YTD | +30.5% | +2.7% | +27.8% | +25.8% |
| 1Y | +22.5% | +4.0% | +18.4% | +16.8% |
| 3Y | +82.4% | +14.7% | +67.7% | +71.8% |
| All | +67.6% | +18.5% | +49.1% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling