+358.9%
CBOE vs VCLT
+17.1%
+341.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | -5.8% | -1.4% | -4.5% | -5.6% |
| 30D | -3.1% | -1.2% | -2.0% | -3.0% |
| 3M | -4.8% | -4.8% | 0.0% | -4.1% |
| 6M | -0.6% | -2.6% | +2.0% | -0.3% |
| YTD | +12.8% | -3.3% | +16.1% | +13.3% |
| 1Y | +19.8% | -4.8% | +24.6% | +20.6% |
| 3Y | +86.9% | +11.5% | +75.4% | +82.4% |
| 5Y | +136.5% | -17.0% | +153.5% | +144.0% |
| All | +358.9% | +17.1% | +341.8% | +394.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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