+497.7%
VMC vs CBOE
+1,020.3%
-522.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | -5.3% | -0.8% | -4.6% | -5.1% |
| 30D | -12.3% | +2.7% | -14.9% | -13.2% |
| 3M | -10.3% | +0.7% | -11.0% | -11.6% |
| 6M | -8.6% | -2.0% | -6.6% | -10.2% |
| YTD | -11.9% | +17.1% | -29.0% | -19.0% |
| 1Y | -13.9% | +26.5% | -40.4% | -23.2% |
| 3Y | +18.2% | +96.1% | -78.0% | -13.9% |
| 5Y | +47.7% | +149.3% | -101.6% | -3.7% |
| 10Y | +152.5% | +386.5% | -234.0% | +19.1% |
| All | +497.7% | +1,020.3% | -522.6% | +81.4% |
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