+123.4%
FE vs CBOE
+524.9%
-401.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | +1.2% | +6.3% | -5.0% | -0.4% |
| 30D | +4.5% | +24.9% | -20.4% | -1.5% |
| 3M | +1.3% | +28.5% | -27.1% | -5.5% |
| 6M | +8.7% | +2.9% | +5.8% | +6.9% |
| YTD | +9.2% | +50.7% | -41.5% | -4.6% |
| 1Y | +7.0% | +45.5% | -38.5% | -5.6% |
| 3Y | +51.4% | +116.3% | -65.0% | +16.6% |
| 5Y | +47.7% | +204.3% | -156.6% | +0.3% |
| All | +123.4% | +524.9% | -401.5% | +42.6% |
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