+465.9%
VSH vs CBOE
+1,045.3%
-579.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | +4.1% | -3.6% | +7.7% | +5.0% |
| 30D | -4.2% | +5.1% | -9.2% | -5.6% |
| 3M | -50.0% | +4.6% | -54.6% | -51.3% |
| 6M | +80.2% | -0.3% | +80.4% | +76.0% |
| YTD | +121.1% | +19.8% | +101.3% | +102.1% |
| 1Y | +112.0% | +28.4% | +83.6% | +88.3% |
| 3Y | +22.5% | +104.1% | -81.6% | -13.7% |
| 5Y | +64.0% | +150.9% | -86.9% | +3.9% |
| 10Y | +170.4% | +393.5% | -223.1% | +21.6% |
| All | +465.9% | +1,045.3% | -579.4% | +47.5% |
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