+771.5%
VTI vs CBOE
+1,020.3%
-248.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | -1.6% | +2.7% | -4.3% | -2.3% |
| 3M | +3.6% | +0.7% | +2.9% | +2.7% |
| 6M | +13.0% | -2.0% | +15.0% | +11.9% |
| YTD | +12.7% | +17.1% | -4.4% | +6.3% |
| 1Y | +18.4% | +26.5% | -8.1% | +9.2% |
| 3Y | +76.4% | +96.1% | -19.7% | +40.3% |
| 5Y | +73.7% | +149.3% | -75.6% | +27.1% |
| 10Y | +302.5% | +386.5% | -84.0% | +134.1% |
| All | +771.5% | +1,020.3% | -248.8% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling