+1,056.2%
CBOE vs VO
+559.9%
+496.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.6% | -0.3% | -3.4% | -3.5% |
| 30D | +5.1% | -0.3% | +5.4% | +5.2% |
| 3M | +4.6% | +2.9% | +1.7% | +2.9% |
| 6M | -0.3% | +9.3% | -9.6% | -5.1% |
| YTD | +19.8% | +14.2% | +5.6% | +11.3% |
| 1Y | +28.4% | +15.3% | +13.1% | +18.5% |
| 3Y | +104.1% | +56.2% | +47.9% | +55.7% |
| 5Y | +150.9% | +42.4% | +108.5% | +99.2% |
| 10Y | +393.5% | +194.7% | +198.8% | +144.8% |
| All | +1,056.2% | +559.9% | +496.3% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling