+654.4%
VRT vs CBOE
+202.6%
+451.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.4% |
| 7D | +10.5% | +6.3% | +4.2% | +11.4% |
| 30D | -9.3% | +24.9% | -34.3% | -6.8% |
| 3M | -29.6% | +28.5% | -58.0% | -27.4% |
| 6M | -45.4% | +2.9% | -48.2% | -44.0% |
| YTD | +24.8% | +50.7% | -25.9% | +28.5% |
| 1Y | +23.6% | +45.5% | -21.9% | +27.5% |
| 3Y | +379.7% | +116.3% | +263.3% | +319.0% |
| All | +654.4% | +202.6% | +451.8% | +340.6% |
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 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