+1,014.0%
CBOE vs VICR
+1,418.6%
-404.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | -3.7% | -0.4% | -3.3% | -3.7% |
| 30D | +2.0% | -15.6% | +17.5% | +2.7% |
| 3M | -4.2% | -35.4% | +31.1% | -2.8% |
| 6M | +1.2% | +1.3% | -0.1% | -0.9% |
| YTD | +15.4% | +62.5% | -47.1% | +9.1% |
| 1Y | +23.5% | +255.5% | -232.0% | +10.3% |
| 3Y | +93.2% | +182.0% | -88.8% | +69.5% |
| 5Y | +142.0% | +42.9% | +99.0% | +116.6% |
| 10Y | +379.2% | +1,494.0% | -1,114.8% | +199.8% |
| All | +1,014.0% | +1,418.6% | -404.6% | +521.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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