+358.9%
CBOE vs VEU
+155.0%
+203.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.3% | -2.7% |
| 7D | -5.8% | -1.4% | -4.4% | -5.3% |
| 30D | -3.1% | -0.4% | -2.7% | -3.0% |
| 3M | -4.8% | +2.5% | -7.3% | -6.0% |
| 6M | -0.6% | +11.1% | -11.7% | -5.7% |
| YTD | +12.8% | +16.5% | -3.7% | +4.4% |
| 1Y | +19.8% | +22.9% | -3.1% | +7.9% |
| 3Y | +86.9% | +73.4% | +13.5% | +39.0% |
| 5Y | +136.5% | +56.1% | +80.4% | +86.0% |
| All | +358.9% | +155.0% | +203.9% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling