+192.7%
VSH vs CBOE
+368.5%
-175.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.2% | +8.4% | +6.6% |
| 7D | +4.8% | -5.8% | +10.6% | +5.9% |
| 30D | -0.7% | -3.1% | +2.4% | -0.3% |
| 3M | -43.1% | -4.8% | -38.3% | -42.9% |
| 6M | +91.8% | -0.6% | +92.3% | +88.3% |
| YTD | +131.6% | +12.8% | +118.8% | +118.6% |
| 1Y | +118.1% | +19.8% | +98.3% | +101.6% |
| 3Y | +40.9% | +86.9% | -46.0% | +5.7% |
| 5Y | +75.8% | +136.5% | -60.8% | +17.1% |
| All | +192.7% | +368.5% | -175.8% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling