+379.1%
V vs CBOE
+368.5%
+10.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | -1.2% | -5.8% | +4.6% | +0.4% |
| 30D | +3.1% | -3.1% | +6.2% | +3.8% |
| 3M | +16.3% | -4.8% | +21.1% | +17.0% |
| 6M | +20.4% | -0.6% | +20.9% | +18.4% |
| YTD | +6.3% | +12.8% | -6.5% | 0.0% |
| 1Y | +8.7% | +19.8% | -11.1% | +0.2% |
| 3Y | +53.3% | +86.9% | -33.6% | +18.1% |
| 5Y | +71.1% | +136.5% | -65.5% | +19.1% |
| All | +379.1% | +368.5% | +10.6% | +181.7% |
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