+1,031.0%
CBOE vs VEU
+244.0%
+787.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +2.7% | +0.7% | +2.0% | +2.4% |
| 3M | +0.7% | +4.7% | -4.0% | -1.6% |
| 6M | -2.0% | +11.6% | -13.6% | -7.3% |
| YTD | +17.1% | +16.8% | +0.3% | +8.4% |
| 1Y | +26.5% | +24.9% | +1.6% | +13.4% |
| 3Y | +96.1% | +75.7% | +20.4% | +47.5% |
| 5Y | +149.3% | +56.1% | +93.2% | +97.3% |
| 10Y | +386.5% | +153.6% | +232.9% | +197.2% |
| All | +1,031.0% | +244.0% | +787.0% | +495.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling