+1,031.0%
CBOE vs VIG
+612.4%
+418.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -0.8% | -1.2% | +0.4% | 0.0% |
| 30D | +2.7% | -2.8% | +5.5% | +4.5% |
| 3M | +0.7% | +2.5% | -1.7% | -1.0% |
| 6M | -2.0% | +8.1% | -10.1% | -7.0% |
| YTD | +17.1% | +9.6% | +7.6% | +10.1% |
| 1Y | +26.5% | +14.2% | +12.3% | +15.6% |
| 3Y | +96.1% | +56.1% | +40.0% | +42.2% |
| 5Y | +149.3% | +62.8% | +86.5% | +73.9% |
| 10Y | +386.5% | +248.2% | +138.3% | +94.8% |
| All | +1,031.0% | +612.4% | +418.7% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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