+48.6%
FE vs CBOE
+179.4%
-130.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | 0.0% | +5.3% | -5.3% | -0.8% |
| 30D | +5.2% | +25.5% | -20.3% | +1.7% |
| 3M | 0.0% | +22.5% | -22.5% | -3.1% |
| 6M | +5.0% | +2.6% | +2.4% | +4.3% |
| YTD | +7.9% | +41.8% | -33.9% | +0.4% |
| 1Y | +6.3% | +40.9% | -34.5% | -0.9% |
| 3Y | +46.0% | +108.7% | -62.7% | +25.2% |
| All | +48.6% | +179.4% | -130.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling