+19.8%
CBOE vs VO
+13.3%
+6.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.0% |
| 7D | -5.8% | -1.5% | -4.3% | -6.2% |
| 30D | -3.1% | -3.0% | -0.1% | -4.0% |
| 3M | -4.8% | +2.8% | -7.6% | -3.9% |
| 6M | -0.6% | +10.9% | -11.5% | +1.2% |
| YTD | +12.8% | +12.5% | +0.3% | +14.8% |
| 1Y | +19.8% | +12.0% | +7.8% | +21.9% |
| All | +19.8% | +13.3% | +6.5% | +21.9% |
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