+161.1%
VEA vs CBOE
+368.5%
-207.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | -1.5% | -5.8% | +4.4% | -0.4% |
| 30D | -0.8% | -3.1% | +2.3% | -0.4% |
| 3M | +2.5% | -4.8% | +7.2% | +2.9% |
| 6M | +11.1% | -0.6% | +11.7% | +9.8% |
| YTD | +17.2% | +12.8% | +4.4% | +12.5% |
| 1Y | +24.5% | +19.8% | +4.7% | +17.7% |
| 3Y | +75.4% | +86.9% | -11.5% | +46.6% |
| 5Y | +61.1% | +136.5% | -75.4% | +24.9% |
| All | +161.1% | +368.5% | -207.4% | +76.4% |
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