+8.6%
VFC vs CBOE
+1,045.3%
-1,036.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | -3.6% | +2.0% | -0.8% |
| 30D | -11.6% | +5.1% | -16.7% | -12.8% |
| 3M | -18.1% | +4.6% | -22.7% | -19.8% |
| 6M | -27.4% | -0.3% | -27.1% | -28.5% |
| YTD | -24.8% | +19.8% | -44.6% | -29.6% |
| 1Y | -8.2% | +28.4% | -36.6% | -15.9% |
| 3Y | -29.1% | +104.1% | -133.2% | -45.7% |
| 5Y | -79.2% | +150.9% | -230.1% | -85.3% |
| 10Y | -68.1% | +393.5% | -461.6% | -82.2% |
| All | +8.6% | +1,045.3% | -1,036.7% | -57.8% |
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