+120.9%
FE vs CBOE
+521.7%
-400.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.2% |
| 7D | -0.5% | +6.0% | -6.5% | -2.0% |
| 30D | +4.3% | +19.9% | -15.6% | -0.7% |
| 3M | +0.4% | +28.4% | -28.0% | -6.4% |
| 6M | +6.9% | +5.2% | +1.8% | +4.5% |
| YTD | +8.0% | +46.4% | -38.4% | -4.9% |
| 1Y | +4.8% | +41.8% | -37.0% | -6.9% |
| 3Y | +49.0% | +114.4% | -65.5% | +14.8% |
| 5Y | +46.2% | +202.9% | -156.7% | -0.9% |
| 10Y | +120.9% | +511.3% | -390.4% | +40.1% |
| All | +120.9% | +521.7% | -400.8% | +40.1% |
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