+379.7%
VRT vs CBOE
+119.7%
+260.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -2.6% |
| 7D | +10.5% | +6.3% | +4.2% | +14.4% |
| 30D | -9.3% | +24.9% | -34.3% | +3.4% |
| 3M | -29.6% | +28.5% | -58.0% | -18.4% |
| 6M | -45.4% | +2.9% | -48.2% | -44.8% |
| YTD | +24.8% | +50.7% | -25.9% | +70.3% |
| 1Y | +23.6% | +45.5% | -21.9% | +64.6% |
| 3Y | +379.7% | +116.3% | +263.3% | +770.0% |
| All | +379.7% | +119.7% | +260.0% | +770.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling