+513.6%
EWT vs CBOE
+368.5%
+145.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +2.0% |
| 7D | -1.1% | -5.8% | +4.7% | -0.6% |
| 30D | +4.5% | -3.1% | +7.6% | +4.7% |
| 3M | +8.3% | -4.8% | +13.0% | +8.6% |
| 6M | +54.2% | -0.6% | +54.8% | +52.9% |
| YTD | +74.6% | +12.8% | +61.8% | +69.8% |
| 1Y | +84.9% | +19.8% | +65.1% | +78.0% |
| 3Y | +197.5% | +86.9% | +110.6% | +160.5% |
| 5Y | +150.6% | +136.5% | +14.1% | +106.6% |
| All | +513.6% | +368.5% | +145.1% | +378.0% |
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