-34.9%
VST vs CBOE
+39.5%
-74.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.3% | -14.1% | -13.8% |
| 7D | -15.7% | +7.7% | -23.5% | -14.0% |
| 30D | -17.0% | +24.4% | -41.4% | -12.0% |
| 3M | -15.9% | +20.0% | -35.9% | -11.5% |
| 6M | -25.0% | +2.4% | -27.3% | -22.6% |
| YTD | -25.1% | +38.5% | -63.7% | -13.7% |
| 1Y | -34.9% | +39.0% | -73.8% | -24.9% |
| All | -34.9% | +39.5% | -74.4% | -24.9% |
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