+19.8%
CBOE vs FTV
+14.7%
+5.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.2% |
| 7D | -5.8% | -4.0% | -1.9% | -6.1% |
| 30D | -3.1% | -11.0% | +7.9% | -4.3% |
| 3M | -4.8% | -8.4% | +3.6% | -5.7% |
| 6M | -0.6% | -2.6% | +2.0% | -1.3% |
| YTD | +12.8% | -0.6% | +13.4% | +12.1% |
| 1Y | +19.8% | +11.0% | +8.8% | +26.0% |
| All | +19.8% | +14.7% | +5.0% | +26.0% |
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