+80.6%
VTV vs CBOE
+136.7%
-56.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.9% |
| 7D | -1.1% | -5.8% | +4.7% | -0.6% |
| 30D | -1.0% | -3.1% | +2.1% | -0.8% |
| 3M | +4.6% | -4.8% | +9.4% | +4.9% |
| 6M | +13.5% | -0.6% | +14.1% | +12.6% |
| YTD | +18.5% | +12.8% | +5.7% | +15.3% |
| 1Y | +22.9% | +19.8% | +3.1% | +18.3% |
| 3Y | +67.8% | +86.9% | -19.1% | +44.1% |
| All | +80.6% | +136.7% | -56.0% | +40.8% |
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 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