+81.7%
VRT vs CBOE
+24.1%
+57.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -6.1% |
| 7D | -7.7% | -3.7% | -4.0% | -8.9% |
| 30D | -12.0% | +2.0% | -13.9% | -11.2% |
| 3M | -11.7% | -4.2% | -7.4% | -13.5% |
| 6M | -8.1% | +1.2% | -9.3% | -1.7% |
| YTD | +53.2% | +15.4% | +37.8% | +84.6% |
| 1Y | +81.7% | +23.5% | +58.2% | +136.2% |
| All | +81.7% | +24.1% | +57.6% | +136.2% |
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