+1,268.9%
CBOE vs VT
+432.3%
+836.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +5.3% | -2.3% | +7.6% | +6.3% |
| 30D | +25.5% | -5.0% | +30.4% | +28.2% |
| 3M | +22.5% | -4.9% | +27.4% | +25.0% |
| 6M | +2.6% | -1.5% | +4.1% | +2.5% |
| YTD | +41.8% | +8.5% | +33.3% | +34.4% |
| 1Y | +40.9% | +11.4% | +29.5% | +31.6% |
| 3Y | +108.7% | +70.1% | +38.6% | +50.9% |
| 5Y | +181.4% | +53.7% | +127.7% | +114.0% |
| 10Y | +531.6% | +220.0% | +311.6% | +206.9% |
| All | +1,268.9% | +432.3% | +836.7% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling