+40.9%
CBOE vs VT
+10.5%
+30.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | +0.2% |
| 7D | +5.3% | -2.3% | +7.6% | +4.1% |
| 30D | +25.5% | -5.0% | +30.4% | +22.6% |
| 3M | +22.5% | -4.9% | +27.4% | +19.9% |
| 6M | +2.6% | -1.5% | +4.1% | +2.0% |
| YTD | +41.8% | +8.5% | +33.3% | +42.2% |
| 1Y | +40.9% | +11.4% | +29.5% | +40.9% |
| All | +40.9% | +10.5% | +30.4% | +40.9% |
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