+142.8%
EFA vs CBOE
+368.5%
-225.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.4% |
| 7D | -1.5% | -5.8% | +4.3% | -0.5% |
| 30D | -1.7% | -3.1% | +1.5% | -1.2% |
| 3M | +3.5% | -4.8% | +8.3% | +3.9% |
| 6M | +9.5% | -0.6% | +10.0% | +8.2% |
| YTD | +12.9% | +12.8% | +0.1% | +8.4% |
| 1Y | +18.2% | +19.8% | -1.6% | +11.8% |
| 3Y | +64.8% | +86.9% | -22.1% | +37.7% |
| 5Y | +53.9% | +136.5% | -82.6% | +19.3% |
| All | +142.8% | +368.5% | -225.7% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling