-26.4%
VST vs CBOE
+40.3%
-66.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.5% | -1.1% |
| 7D | -6.0% | +6.0% | -12.0% | -4.4% |
| 30D | -18.8% | +19.9% | -38.7% | -14.4% |
| 3M | -8.0% | +28.4% | -36.4% | -1.2% |
| 6M | -10.9% | +5.2% | -16.1% | -7.3% |
| YTD | -18.3% | +46.4% | -64.7% | -2.5% |
| All | -26.4% | +40.3% | -66.7% | -11.1% |
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