+375.2%
VSH vs CBOE
+1,341.0%
-965.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -4.6% |
| 7D | +14.3% | +6.3% | +8.1% | +12.7% |
| 30D | -7.9% | +24.9% | -32.8% | -13.4% |
| 3M | -19.9% | +28.5% | -48.3% | -25.7% |
| 6M | -30.5% | +2.9% | -33.4% | -32.2% |
| YTD | +85.7% | +50.7% | +35.0% | +58.4% |
| 1Y | +98.9% | +45.5% | +53.5% | +71.6% |
| 3Y | +32.1% | +116.3% | -84.3% | -6.1% |
| 5Y | +39.7% | +204.3% | -164.7% | -15.9% |
| 10Y | +117.6% | +526.3% | -408.7% | -8.9% |
| All | +375.2% | +1,341.0% | -965.8% | +15.6% |
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 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