+1,197.0%
VST vs CBOE
+386.4%
+810.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | +2.0% | -3.7% | +5.7% | +2.6% |
| 30D | +1.5% | +2.0% | -0.5% | +1.0% |
| 3M | +6.3% | -4.2% | +10.5% | +6.5% |
| 6M | -10.3% | +1.2% | -11.5% | -11.9% |
| YTD | -8.6% | +15.4% | -24.0% | -13.2% |
| 1Y | -29.3% | +23.5% | -52.8% | -34.2% |
| 3Y | +344.9% | +93.2% | +251.7% | +243.9% |
| 5Y | +774.8% | +142.0% | +632.9% | +509.1% |
| All | +1,197.0% | +386.4% | +810.6% | +592.7% |
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