+1,164.9%
VST vs CBOE
+524.9%
+639.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.4% |
| 7D | +6.6% | +6.3% | +0.3% | +5.6% |
| 30D | -12.4% | +24.9% | -37.3% | -15.5% |
| 3M | -9.0% | +28.5% | -37.4% | -12.9% |
| 6M | -6.4% | +2.9% | -9.3% | -6.9% |
| YTD | -17.2% | +50.7% | -67.9% | -24.9% |
| 1Y | -22.0% | +45.5% | -67.5% | -28.7% |
| 3Y | +296.7% | +116.3% | +180.3% | +211.4% |
| 5Y | +637.6% | +204.3% | +433.3% | +398.2% |
| All | +1,164.9% | +524.9% | +639.9% | +517.7% |
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