+210.4%
VTR vs CBOE
+1,020.3%
-809.9%
-76.9%
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 | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -2.8% | +2.7% | -5.5% | -3.7% |
| 3M | +9.0% | +0.7% | +8.3% | +8.1% |
| 6M | +5.0% | -2.0% | +6.9% | +4.2% |
| YTD | +16.9% | +17.1% | -0.2% | +9.3% |
| 1Y | +34.3% | +26.5% | +7.8% | +22.2% |
| 3Y | +131.6% | +96.1% | +35.4% | +78.2% |
| 5Y | +88.0% | +149.3% | -61.3% | +30.2% |
| 10Y | +97.8% | +386.5% | -288.7% | +12.6% |
| All | +210.4% | +1,020.3% | -809.9% | +22.5% |
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