+38.6%
CBOE vs VT
+13.3%
+25.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.0% | -1.6% | +7.6% | +5.2% |
| 30D | +26.9% | -2.5% | +29.4% | +25.5% |
| 3M | +15.9% | -1.3% | +17.2% | +15.4% |
| 6M | +5.8% | +3.1% | +2.7% | +6.7% |
| YTD | +38.2% | +10.9% | +27.2% | +40.1% |
| All | +38.6% | +13.3% | +25.3% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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