+1,014.0%
CBOE vs VYM
+607.1%
+406.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -3.7% | -1.9% | -1.8% | -2.6% |
| 30D | +2.0% | -2.6% | +4.6% | +3.5% |
| 3M | -4.2% | +3.6% | -7.8% | -6.4% |
| 6M | +1.2% | +8.7% | -7.5% | -4.2% |
| YTD | +15.4% | +14.1% | +1.3% | +5.9% |
| 1Y | +23.5% | +17.8% | +5.7% | +11.0% |
| 3Y | +93.2% | +64.5% | +28.7% | +36.7% |
| 5Y | +142.0% | +77.5% | +64.4% | +60.9% |
| 10Y | +379.2% | +206.1% | +173.0% | +111.6% |
| All | +1,014.0% | +607.1% | +406.9% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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