+39.0%
CBOE vs FTV
+37.8%
+1.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.5% |
| 7D | +7.7% | +6.6% | +1.1% | +8.3% |
| 30D | +24.4% | +19.1% | +5.3% | +26.1% |
| 3M | +20.0% | +13.1% | +6.9% | +21.4% |
| 6M | +2.4% | +14.0% | -11.6% | +3.4% |
| YTD | +38.5% | +24.2% | +14.4% | +39.1% |
| 1Y | +39.0% | +36.4% | +2.6% | +39.8% |
| All | +39.0% | +37.8% | +1.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling