+1,002.6%
VST vs CBOE
+497.7%
+504.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.5% | +10.5% |
| 7D | -9.8% | +5.3% | -15.1% | -10.6% |
| 30D | -25.1% | +25.5% | -50.6% | -28.0% |
| 3M | -11.6% | +22.5% | -34.1% | -14.9% |
| 6M | -20.9% | +2.6% | -23.5% | -21.6% |
| YTD | -22.3% | +41.8% | -64.1% | -28.9% |
| 1Y | -32.0% | +40.9% | -72.9% | -37.7% |
| 3Y | +262.4% | +108.7% | +153.7% | +184.3% |
| 5Y | +563.4% | +181.4% | +382.0% | +355.6% |
| 10Y | +1,120.7% | +531.6% | +589.1% | +516.9% |
| All | +1,002.6% | +497.7% | +504.9% | +467.7% |
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 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