+39.0%
CBOE vs VO
+16.3%
+22.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.5% |
| 7D | +7.7% | +1.0% | +6.8% | +8.1% |
| 30D | +24.4% | +2.6% | +21.8% | +25.2% |
| 3M | +20.0% | -0.3% | +20.3% | +19.9% |
| 6M | +2.4% | +7.6% | -5.2% | +4.3% |
| YTD | +38.5% | +14.7% | +23.8% | +40.9% |
| 1Y | +39.0% | +16.4% | +22.5% | +40.8% |
| All | +39.0% | +16.3% | +22.7% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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