+369.4%
CBOE vs VO
+197.9%
+171.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -3.7% | -2.5% | -1.2% | -2.6% |
| 30D | +2.0% | -3.2% | +5.2% | +3.5% |
| 3M | -4.2% | +3.9% | -8.2% | -6.1% |
| 6M | +1.2% | +9.6% | -8.5% | -3.5% |
| YTD | +15.4% | +11.6% | +3.8% | +9.0% |
| 1Y | +23.5% | +12.6% | +10.9% | +15.9% |
| 3Y | +93.2% | +55.4% | +37.8% | +49.3% |
| 5Y | +142.0% | +41.8% | +100.1% | +94.9% |
| All | +369.4% | +197.9% | +171.5% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling