+281.0%
VEA vs CBOE
+1,020.3%
-739.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +0.4% | +2.7% | -2.2% | -0.2% |
| 3M | +4.8% | +0.7% | +4.1% | +3.9% |
| 6M | +11.3% | -2.0% | +13.2% | +10.2% |
| YTD | +17.4% | +17.1% | +0.2% | +11.3% |
| 1Y | +26.2% | +26.5% | -0.3% | +17.2% |
| 3Y | +77.7% | +96.1% | -18.4% | +45.2% |
| 5Y | +60.9% | +149.3% | -88.4% | +21.9% |
| 10Y | +163.6% | +386.5% | -222.9% | +60.2% |
| All | +281.0% | +1,020.3% | -739.3% | +56.1% |
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