+157.4%
FE vs CBOE
+1,256.0%
-1,098.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | 0.0% | +5.3% | -5.3% | -1.2% |
| 30D | +5.2% | +25.5% | -20.3% | -0.1% |
| 3M | 0.0% | +22.5% | -22.5% | -4.8% |
| 6M | +5.0% | +2.6% | +2.4% | +3.4% |
| YTD | +7.9% | +41.8% | -33.9% | -2.1% |
| 1Y | +6.3% | +40.9% | -34.5% | -3.3% |
| 3Y | +46.0% | +108.7% | -62.7% | +19.5% |
| 5Y | +45.6% | +181.4% | -135.8% | +9.6% |
| 10Y | +109.3% | +531.6% | -422.2% | +33.0% |
| All | +157.4% | +1,256.0% | -1,098.6% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling