-50.0%
VTRS vs CBOE
+368.5%
-418.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.3% |
| 7D | -2.2% | -5.8% | +3.6% | -0.9% |
| 30D | +3.3% | -3.1% | +6.5% | +3.9% |
| 3M | +2.0% | -4.8% | +6.7% | +2.5% |
| 6M | +19.9% | -0.6% | +20.5% | +18.4% |
| YTD | +35.7% | +12.8% | +22.9% | +29.4% |
| 1Y | +68.1% | +19.8% | +48.3% | +57.4% |
| 3Y | +87.1% | +86.9% | +0.1% | +51.2% |
| 5Y | +47.6% | +136.5% | -88.9% | +9.5% |
| All | -50.0% | +368.5% | -418.5% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling