+222.3%
VT vs CBOE
+385.3%
-163.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.0% | -4.6% | +5.7% | +1.9% |
| 30D | -0.2% | +2.6% | -2.9% | -0.9% |
| 3M | +4.5% | +4.9% | -0.4% | +2.9% |
| 6M | +14.1% | -2.2% | +16.2% | +13.2% |
| YTD | +14.8% | +17.7% | -3.0% | +8.9% |
| 1Y | +21.2% | +26.1% | -4.9% | +12.9% |
| 3Y | +76.6% | +97.1% | -20.5% | +42.6% |
| 5Y | +66.6% | +149.2% | -82.6% | +23.8% |
| 10Y | +222.3% | +385.1% | -162.8% | +102.4% |
| All | +222.3% | +385.3% | -163.0% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling