+9.4%
VG vs CBOE
+26.4%
-17.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.6% |
| 7D | -2.5% | -4.6% | +2.1% | -1.2% |
| 30D | +11.1% | +2.6% | +8.4% | +10.1% |
| 3M | +14.9% | +4.9% | +9.9% | +13.2% |
| 6M | +18.4% | -2.2% | +20.5% | +19.8% |
| YTD | +116.6% | +17.7% | +98.9% | +108.2% |
| 1Y | +9.4% | +26.1% | -16.7% | +8.3% |
| All | +9.4% | +26.4% | -17.0% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling