-78.7%
VFC vs CBOE
+148.7%
-227.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -2.3% | -0.8% | -1.6% | -2.4% |
| 30D | -13.4% | +2.7% | -16.0% | -13.3% |
| 3M | -23.7% | +0.7% | -24.4% | -23.8% |
| 6M | -24.5% | -2.0% | -22.5% | -24.5% |
| YTD | -27.8% | +17.1% | -45.0% | -28.0% |
| 1Y | -13.5% | +26.5% | -40.0% | -13.8% |
| 3Y | -27.1% | +96.1% | -123.2% | -35.9% |
| All | -78.7% | +148.7% | -227.4% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling