+68.2%
VFC vs CBOE
+1,341.0%
-1,272.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.8% |
| 7D | +1.6% | +6.3% | -4.6% | +0.2% |
| 30D | +25.5% | +24.9% | +0.5% | +19.1% |
| 3M | +41.3% | +28.5% | +12.8% | +32.7% |
| 6M | +22.2% | +2.9% | +19.3% | +20.2% |
| YTD | +16.4% | +50.7% | -34.3% | +3.0% |
| 1Y | +38.4% | +45.5% | -7.1% | +23.5% |
| 3Y | +56.2% | +116.3% | -60.1% | +20.2% |
| 5Y | -68.2% | +204.3% | -272.5% | -78.4% |
| 10Y | -48.4% | +526.3% | -574.7% | -72.8% |
| All | +68.2% | +1,341.0% | -1,272.8% | -38.3% |
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 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