+23.6%
VRT vs CBOE
+44.9%
-21.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -2.9% |
| 7D | +10.5% | +6.3% | +4.2% | +13.4% |
| 30D | -9.3% | +24.9% | -34.3% | -0.7% |
| 3M | -29.6% | +28.5% | -58.0% | -22.1% |
| 6M | -45.4% | +2.9% | -48.2% | -45.3% |
| YTD | +24.8% | +50.7% | -25.9% | +75.8% |
| 1Y | +23.6% | +45.5% | -21.9% | +65.3% |
| All | +23.6% | +44.9% | -21.3% | +65.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling