+395.0%
CBOE vs FTV
+89.3%
+305.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -4.6% | -0.4% | -4.3% | -4.6% |
| 30D | +2.6% | -8.3% | +11.0% | +4.4% |
| 3M | +4.9% | -7.4% | +12.3% | +6.2% |
| 6M | -2.2% | -1.2% | -1.0% | -2.5% |
| YTD | +17.7% | +2.7% | +15.0% | +15.9% |
| 1Y | +26.1% | +18.4% | +7.6% | +19.9% |
| 3Y | +97.1% | -2.0% | +99.1% | +92.2% |
| 5Y | +149.2% | +3.4% | +145.8% | +135.0% |
| 10Y | +385.1% | +78.5% | +306.6% | +270.4% |
| All | +395.0% | +89.3% | +305.7% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling