+52.6%
V vs CBOE
+97.4%
-44.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | -1.1% | -4.6% | +3.6% | -0.9% |
| 30D | +1.9% | +2.6% | -0.8% | +1.7% |
| 3M | +15.5% | +4.9% | +10.6% | +15.1% |
| 6M | +16.6% | -2.2% | +18.8% | +16.4% |
| YTD | +5.7% | +17.7% | -12.0% | +4.3% |
| 1Y | +8.6% | +26.1% | -17.5% | +6.5% |
| All | +52.6% | +97.4% | -44.8% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling