+1,083.1%
VST vs CBOE
+496.9%
+586.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.3% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | -17.1% | +16.0% | -33.1% | -19.2% |
| 3M | -4.6% | +23.4% | -28.0% | -8.3% |
| 6M | -9.1% | +1.7% | -10.8% | -9.7% |
| YTD | -16.6% | +41.6% | -58.2% | -23.7% |
| 1Y | -29.5% | +38.5% | -68.0% | -35.1% |
| 3Y | +297.5% | +105.7% | +191.8% | +213.5% |
| 5Y | +654.5% | +185.4% | +469.1% | +415.1% |
| 10Y | +1,205.2% | +504.1% | +701.1% | +566.2% |
| All | +1,083.1% | +496.9% | +586.3% | +509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling