+916.4%
VRT vs CBOE
+145.0%
+771.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.7% |
| 7D | -7.7% | -3.7% | -4.0% | -7.9% |
| 30D | -12.0% | +2.0% | -13.9% | -11.8% |
| 3M | -11.7% | -4.2% | -7.4% | -11.8% |
| 6M | -8.1% | +1.2% | -9.3% | -8.0% |
| YTD | +53.2% | +15.4% | +37.8% | +52.5% |
| 1Y | +81.7% | +23.5% | +58.2% | +79.7% |
| 3Y | +535.3% | +93.2% | +442.1% | +373.2% |
| 5Y | +916.4% | +142.0% | +774.4% | +475.9% |
| All | +916.4% | +145.0% | +771.4% | +475.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling