+644.6%
VRT vs CBOE
+97.4%
+547.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +2.8% |
| 7D | +13.6% | -4.6% | +18.3% | +10.9% |
| 30D | +6.8% | +2.6% | +4.1% | +8.2% |
| 3M | -3.2% | +4.9% | -8.2% | 0.0% |
| 6M | +20.3% | -2.2% | +22.5% | +21.9% |
| YTD | +79.6% | +17.7% | +61.9% | +109.7% |
| 1Y | +139.0% | +26.1% | +112.9% | +194.7% |
| All | +644.6% | +97.4% | +547.2% | +958.6% |
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