+39.0%
CBOE vs VEU
+17.0%
+22.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +1.1% |
| 7D | +7.7% | +0.2% | +7.5% | +7.9% |
| 30D | +24.4% | -2.1% | +26.5% | +23.5% |
| 3M | +20.0% | -2.7% | +22.7% | +19.1% |
| 6M | +2.4% | +3.2% | -0.8% | +3.5% |
| YTD | +38.5% | +12.6% | +26.0% | +41.4% |
| 1Y | +39.0% | +17.1% | +21.9% | +41.5% |
| All | +39.0% | +17.0% | +22.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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