-22.4%
VFC vs CBOE
+96.4%
-118.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.3% |
| 7D | -2.3% | -0.8% | -1.6% | -2.5% |
| 30D | -13.4% | +2.7% | -16.0% | -12.7% |
| 3M | -23.7% | +0.7% | -24.4% | -23.5% |
| 6M | -24.5% | -2.0% | -22.5% | -24.0% |
| YTD | -27.8% | +17.1% | -45.0% | -23.2% |
| 1Y | -13.5% | +26.5% | -40.0% | -5.3% |
| All | -22.4% | +96.4% | -118.9% | -10.9% |
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