+262.4%
VST vs CBOE
+112.4%
+150.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.5% | +10.6% |
| 7D | -9.8% | +5.3% | -15.1% | -7.9% |
| 30D | -25.1% | +25.5% | -50.6% | -18.1% |
| 3M | -11.6% | +22.5% | -34.1% | -3.8% |
| 6M | -20.9% | +2.6% | -23.5% | -19.0% |
| YTD | -22.3% | +41.8% | -64.1% | -6.0% |
| 1Y | -32.0% | +40.9% | -72.9% | -18.0% |
| 3Y | +262.4% | +108.7% | +153.7% | +446.9% |
| All | +262.4% | +112.4% | +150.0% | +446.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling