+66.6%
VT vs CBOE
+149.4%
-82.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -3.6% | +4.1% | +0.7% |
| 30D | +1.0% | +5.1% | -4.1% | +0.6% |
| 3M | +2.4% | +4.6% | -2.2% | +1.9% |
| 6M | +12.0% | -0.3% | +12.3% | +11.6% |
| YTD | +15.3% | +19.8% | -4.4% | +12.2% |
| 1Y | +22.6% | +28.4% | -5.8% | +18.1% |
| 3Y | +74.7% | +104.1% | -29.4% | +47.2% |
| All | +66.6% | +149.4% | -82.8% | +26.4% |
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