+139.8%
CBOE vs VTEB
+1.2%
+138.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -5.8% | -0.9% | -4.9% | -5.7% |
| 30D | -3.1% | -2.5% | -0.6% | -2.8% |
| 3M | -4.8% | -3.0% | -1.8% | -4.4% |
| 6M | -0.6% | -2.1% | +1.6% | -0.4% |
| YTD | +12.8% | -1.5% | +14.3% | +12.7% |
| 1Y | +19.8% | +0.2% | +19.6% | +19.0% |
| 3Y | +86.9% | +8.6% | +78.4% | +83.0% |
| All | +139.8% | +1.2% | +138.6% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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