+53.4%
VT vs CBOE
+179.9%
-126.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -2.3% | +5.3% | -7.6% | -2.6% |
| 30D | -5.0% | +25.5% | -30.4% | -6.1% |
| 3M | -4.9% | +22.5% | -27.4% | -6.0% |
| 6M | -1.5% | +2.6% | -4.1% | -1.2% |
| YTD | +8.5% | +41.8% | -33.3% | +4.6% |
| 1Y | +11.4% | +40.9% | -29.5% | +7.5% |
| 3Y | +70.1% | +108.7% | -38.6% | +49.3% |
| All | +53.4% | +179.9% | -126.5% | +17.4% |
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 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