+924.9%
VLO vs CBOE
+368.5%
+556.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.1% |
| 7D | +5.3% | -5.8% | +11.1% | +7.4% |
| 30D | +18.2% | -3.1% | +21.4% | +19.2% |
| 3M | +53.3% | -4.8% | +58.1% | +54.5% |
| 6M | +70.4% | -0.6% | +71.0% | +66.8% |
| YTD | +143.4% | +12.8% | +130.6% | +126.0% |
| 1Y | +153.0% | +19.8% | +133.2% | +128.9% |
| 3Y | +195.0% | +86.9% | +108.0% | +109.8% |
| 5Y | +618.8% | +136.5% | +482.2% | +343.9% |
| All | +924.9% | +368.5% | +556.4% | +349.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling