+13.5%
VT vs CBOE
+39.1%
-25.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | -1.6% | +6.0% | -7.6% | -1.1% |
| 30D | -2.5% | +26.9% | -29.4% | -0.8% |
| 3M | -1.3% | +15.9% | -17.2% | -0.1% |
| 6M | +3.1% | +5.8% | -2.7% | +4.4% |
| YTD | +10.9% | +38.2% | -27.2% | +13.6% |
| All | +13.5% | +39.1% | -25.6% | +16.0% |
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