+1,056.2%
CBOE vs VT
+465.9%
+590.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.6% | +0.4% | -4.1% | -3.8% |
| 30D | +5.1% | +1.0% | +4.1% | +4.6% |
| 3M | +4.6% | +2.4% | +2.2% | +3.0% |
| 6M | -0.3% | +12.0% | -12.3% | -6.4% |
| YTD | +19.8% | +15.3% | +4.4% | +10.6% |
| 1Y | +28.4% | +22.6% | +5.8% | +14.7% |
| 3Y | +104.1% | +74.7% | +29.4% | +46.7% |
| 5Y | +150.9% | +66.1% | +84.8% | +84.0% |
| 10Y | +393.5% | +225.0% | +168.5% | +139.4% |
| All | +1,056.2% | +465.9% | +590.3% | +312.1% |
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 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