+769.3%
VST vs CBOE
+149.4%
+619.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +8.9% | -3.6% | +12.5% | +8.4% |
| 30D | +6.2% | +5.1% | +1.1% | +7.0% |
| 3M | -2.7% | +4.6% | -7.3% | -1.8% |
| 6M | -8.4% | -0.3% | -8.1% | -7.4% |
| YTD | -7.2% | +19.8% | -27.0% | -4.8% |
| 1Y | -20.9% | +28.4% | -49.3% | -18.5% |
| 3Y | +384.0% | +104.1% | +279.9% | +355.6% |
| All | +769.3% | +149.4% | +619.9% | +641.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling