+156.7%
FE vs CBOE
+1,045.3%
-888.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +1.9% | -3.6% | +5.6% | +2.7% |
| 30D | -1.2% | +5.1% | -6.2% | -2.4% |
| 3M | +3.5% | +4.6% | -1.1% | +1.9% |
| 6M | -6.1% | -0.3% | -5.8% | -7.1% |
| YTD | +7.6% | +19.8% | -12.1% | +1.7% |
| 1Y | +11.9% | +28.4% | -16.4% | +3.9% |
| 3Y | +48.4% | +104.1% | -55.7% | +21.8% |
| 5Y | +44.8% | +150.9% | -106.1% | +11.8% |
| 10Y | +115.9% | +393.5% | -277.6% | +44.3% |
| All | +156.7% | +1,045.3% | -888.6% | +36.0% |
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