-45.4%
VRT vs CBOE
+6.4%
-51.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -2.9% |
| 7D | +10.5% | +6.3% | +4.2% | +13.2% |
| 30D | -9.3% | +24.9% | -34.3% | -1.8% |
| 3M | -29.6% | +28.5% | -58.0% | -23.2% |
| 6M | -45.4% | +2.9% | -48.2% | -47.6% |
| All | -45.4% | +6.4% | -51.7% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling