+199.0%
CBOE vs VT
+58.5%
+140.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +4.5% | +2.9% | +1.6% | +4.2% |
| 30D | +26.2% | -2.5% | +28.7% | +26.5% |
| 3M | +27.1% | -3.3% | +30.5% | +27.6% |
| 6M | +4.2% | +1.5% | +2.7% | +3.6% |
| YTD | +48.0% | +11.4% | +36.7% | +44.5% |
| 1Y | +42.4% | +11.9% | +30.5% | +38.8% |
| 3Y | +116.8% | +73.9% | +43.0% | +78.9% |
| 5Y | +199.0% | +57.9% | +141.1% | +167.1% |
| All | +199.0% | +58.5% | +140.5% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling