+244.5%
VNQ vs CBOE
+1,003.5%
-759.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.6% | -3.7% | +1.1% | -1.6% |
| 30D | -2.3% | +2.0% | -4.3% | -3.0% |
| 3M | -2.8% | -4.2% | +1.5% | -2.3% |
| 6M | +2.5% | +1.2% | +1.3% | +0.6% |
| YTD | +8.4% | +15.4% | -6.9% | +2.3% |
| 1Y | +6.8% | +23.5% | -16.7% | -1.4% |
| 3Y | +29.9% | +93.2% | -63.3% | +2.9% |
| 5Y | +7.2% | +142.0% | -134.8% | -21.8% |
| 10Y | +62.5% | +379.2% | -316.7% | -5.8% |
| All | +244.5% | +1,003.5% | -759.0% | +36.0% |
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