+528.6%
CBOE vs VT
+215.5%
+313.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | +5.3% | -2.3% | +7.6% | +6.2% |
| 30D | +25.5% | -5.0% | +30.4% | +27.9% |
| 3M | +22.5% | -4.9% | +27.4% | +24.8% |
| 6M | +2.6% | -1.5% | +4.1% | +2.4% |
| YTD | +41.8% | +8.5% | +33.3% | +34.7% |
| 1Y | +40.9% | +11.4% | +29.5% | +32.0% |
| 3Y | +108.7% | +70.1% | +38.6% | +50.5% |
| 5Y | +181.4% | +53.7% | +127.7% | +115.1% |
| All | +528.6% | +215.5% | +313.1% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling