+57.5%
VT vs CBOE
+202.6%
-145.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | +2.4% | +6.3% | -3.9% | +2.1% |
| 30D | -1.5% | +24.9% | -26.4% | -2.6% |
| 3M | -4.1% | +28.5% | -32.6% | -5.4% |
| 6M | +0.6% | +2.9% | -2.3% | +1.3% |
| YTD | +11.0% | +50.7% | -39.6% | +6.9% |
| 1Y | +13.3% | +45.5% | -32.1% | +9.6% |
| 3Y | +73.4% | +116.3% | -42.9% | +53.3% |
| All | +57.5% | +202.6% | -145.1% | +19.1% |
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