+108.7%
CBOE vs VLTO
+69.5%
+39.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +5.3% | +5.4% | -0.1% | +4.8% |
| 30D | +25.5% | +22.3% | +3.2% | +23.8% |
| 3M | +22.5% | +19.6% | +2.9% | +21.0% |
| 6M | +2.6% | +35.2% | -32.6% | +0.9% |
| YTD | +41.8% | +17.9% | +23.9% | +40.2% |
| 1Y | +40.9% | +19.5% | +21.3% | +39.2% |
| 3Y | +108.7% | +73.9% | +34.8% | +99.1% |
| All | +108.7% | +69.5% | +39.2% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling