-51.4%
VG vs CBOE
+78.4%
-129.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -22.0% | +5.3% | -27.3% | -22.2% |
| 30D | -11.6% | +25.5% | -37.1% | -12.9% |
| 3M | -14.9% | +22.5% | -37.4% | -16.0% |
| 6M | -3.5% | +2.6% | -6.1% | -8.1% |
| YTD | +70.0% | +41.8% | +28.2% | +78.6% |
| 1Y | +50.0% | +40.9% | +9.1% | +57.0% |
| All | -51.4% | +78.4% | -129.8% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling