+63.4%
VSH vs CBOE
+39.5%
+23.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.3% | -4.9% |
| 7D | -13.6% | +7.7% | -21.4% | -9.9% |
| 30D | -30.4% | +24.4% | -54.8% | -22.3% |
| 3M | -33.3% | +20.0% | -53.3% | -26.4% |
| 6M | -15.1% | +2.4% | -17.4% | -5.5% |
| YTD | +80.2% | +38.5% | +41.7% | +128.2% |
| 1Y | +63.4% | +39.0% | +24.4% | +107.6% |
| All | +63.4% | +39.5% | +23.9% | +107.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling