+2,723.0%
VRT vs CBOE
+244.2%
+2,478.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | -3.6% | +12.7% | +9.8% |
| 30D | +0.9% | +5.1% | -4.1% | 0.0% |
| 3M | -13.4% | +4.6% | -18.0% | -14.7% |
| 6M | +11.7% | -0.3% | +12.0% | +10.0% |
| YTD | +73.2% | +19.8% | +53.5% | +62.1% |
| 1Y | +123.4% | +28.4% | +95.1% | +104.2% |
| 3Y | +606.2% | +104.1% | +502.1% | +399.4% |
| 5Y | +899.9% | +150.9% | +749.0% | +530.7% |
| All | +2,723.0% | +244.2% | +2,478.9% | +1,429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling