+790.3%
VLO vs CBOE
+524.9%
+265.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | +9.6% | +6.3% | +3.4% | +7.5% |
| 30D | -17.4% | +24.9% | -42.3% | -23.4% |
| 3M | +10.8% | +28.5% | -17.7% | +1.2% |
| 6M | +56.9% | +2.9% | +54.1% | +53.8% |
| YTD | +136.8% | +50.7% | +86.1% | +99.1% |
| 1Y | +120.7% | +45.5% | +75.2% | +87.9% |
| 3Y | +231.9% | +116.3% | +115.6% | +130.6% |
| 5Y | +479.0% | +204.3% | +274.7% | +232.4% |
| All | +790.3% | +524.9% | +265.4% | +309.5% |
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