-68.4%
VFC vs CBOE
+202.6%
-271.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +3.3% |
| 7D | +1.6% | +6.3% | -4.6% | +1.8% |
| 30D | +25.5% | +24.9% | +0.5% | +26.4% |
| 3M | +41.3% | +28.5% | +12.8% | +42.7% |
| 6M | +22.2% | +2.9% | +19.3% | +23.2% |
| YTD | +16.4% | +50.7% | -34.3% | +17.4% |
| 1Y | +38.4% | +45.5% | -7.1% | +39.6% |
| 3Y | +56.2% | +116.3% | -60.1% | +46.4% |
| All | -68.4% | +202.6% | -271.0% | -74.3% |
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