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    <p>I also think chart.Boxplot is the best option, it gives you the position of the mean but if you have a matrix with returns all you need is one line of code to get all the boxplots in one graph. </p> <p>Here is a small ETF portfolio example.</p> <pre><code>library(zoo) library(PerformanceAnalytics) library(tseries) library(xts) VTI.prices = get.hist.quote(instrument = "VTI", start= "2007-03-01", end="2013-03-01", quote = c("AdjClose"),provider = "yahoo",origin ="1970-01-01", compression = "m", retclass = c("zoo")) VEU.prices = get.hist.quote(instrument = "VEU", start= "2007-03-01", end="2013-03-01", quote = c("AdjClose"),provider = "yahoo",origin ="1970-01-01", compression = "m", retclass = c("zoo")) VWO.prices = get.hist.quote(instrument = "VWO", start= "2007-03-01", end="2013-03-01", quote = c("AdjClose"),provider = "yahoo",origin ="1970-01-01", compression = "m", retclass = c("zoo")) VNQ.prices = get.hist.quote(instrument = "VNQ", start= "2007-03-01", end="2013-03-01", quote = c("AdjClose"),provider = "yahoo",origin ="1970-01-01", compression = "m", retclass = c("zoo")) TLT.prices = get.hist.quote(instrument = "TLT", start= "2007-03-01", end="2013-03-01", quote = c("AdjClose"),provider = "yahoo",origin ="1970-01-01", compression = "m", retclass = c("zoo")) TIP.prices = get.hist.quote(instrument = "TIP", start= "2007-03-01", end="2013-03-01", quote = c("AdjClose"),provider = "yahoo",origin ="1970-01-01", compression = "m", retclass = c("zoo")) index(VTI.prices) = as.yearmon(index(VTI.prices)) index(VEU.prices) = as.yearmon(index(VEU.prices)) index(VWO.prices) = as.yearmon(index(VWO.prices)) index(VNQ.prices) = as.yearmon(index(VNQ.prices)) index(TLT.prices) = as.yearmon(index(TLT.prices)) index(TIP.prices) = as.yearmon(index(TIP.prices)) Prices.z=merge(VTI.prices, VEU.prices, VWO.prices, VNQ.prices, TLT.prices, TIP.prices) colnames(Prices.z) = c("VTI", "VEU", "VWO" , "VNQ", "TLT", "TIP") returnscc.z = diff(log(Prices.z)) start(returnscc.z) end(returnscc.z) colnames(returnscc.z) head(returnscc.z) </code></pre> <p>Return Matrix</p> <pre><code>ret.mat = coredata(returnscc.z) class(ret.mat) colnames(ret.mat) head(ret.mat) </code></pre> <p>Box Plot of Return Matrix </p> <pre><code>chart.Boxplot(returnscc.z, names=T, horizontal=TRUE, colorset="darkgreen", as.Tufte =F, mean.symbol = 20, median.symbol="|", main="Return Distributions Comparison", element.color = "darkgray", outlier.symbol = 20, xlab="Continuously Compounded Returns", sort.ascending=F) </code></pre> <p>You can try changing the mean.symbol, and remove or change the median.symbol. Hope it helped. :)</p>
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