+26.5%
CBOE vs VLTO
-10.6%
+37.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.5% |
| 7D | -0.8% | -2.6% | +1.8% | -0.7% |
| 30D | +2.7% | -2.5% | +5.1% | +2.7% |
| 3M | +0.7% | +10.1% | -9.4% | +1.1% |
| 6M | -2.0% | +1.0% | -3.0% | -1.5% |
| YTD | +17.1% | -4.8% | +21.9% | +17.5% |
| 1Y | +26.5% | -9.3% | +35.8% | +27.5% |
| All | +26.5% | -10.6% | +37.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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