+27.9%
VTV vs CBOE
+39.5%
-11.6%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.8% | +7.7% | -6.0% | +2.0% |
| 30D | +6.0% | +24.4% | -18.4% | +6.6% |
| 3M | +3.7% | +20.0% | -16.4% | +4.2% |
| 6M | +13.9% | +2.4% | +11.6% | +14.3% |
| YTD | +22.8% | +38.5% | -15.8% | +23.5% |
| 1Y | +27.9% | +39.0% | -11.1% | +28.4% |
| All | +27.9% | +39.5% | -11.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling