+1,968.6%
VGT vs CBOE
+1,020.3%
+948.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | -0.8% | +2.2% | +1.6% |
| 30D | +0.5% | +2.7% | -2.2% | -0.2% |
| 3M | +5.3% | +0.7% | +4.5% | +4.3% |
| 6M | +32.4% | -2.0% | +34.4% | +31.0% |
| YTD | +28.6% | +17.1% | +11.5% | +21.3% |
| 1Y | +37.6% | +26.5% | +11.1% | +27.0% |
| 3Y | +125.5% | +96.1% | +29.4% | +78.2% |
| 5Y | +135.2% | +149.3% | -14.1% | +70.8% |
| 10Y | +812.9% | +386.5% | +426.4% | +425.4% |
| All | +1,968.6% | +1,020.3% | +948.3% | +735.9% |
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