+84.5%
VTR vs CBOE
+136.7%
-52.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -0.3% | -5.8% | +5.5% | +0.6% |
| 30D | +1.1% | -3.1% | +4.2% | +1.5% |
| 3M | +7.9% | -4.8% | +12.7% | +8.5% |
| 6M | +6.2% | -0.6% | +6.7% | +6.0% |
| YTD | +17.7% | +12.8% | +4.9% | +15.3% |
| 1Y | +32.9% | +19.8% | +13.1% | +28.9% |
| 3Y | +129.7% | +86.9% | +42.7% | +109.0% |
| All | +84.5% | +136.7% | -52.1% | +56.0% |
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