+409.6%
VUG vs CBOE
+379.3%
+30.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -1.9% | -3.7% | +1.8% | -1.2% |
| 30D | -1.6% | +2.0% | -3.5% | -2.1% |
| 3M | +4.4% | -4.2% | +8.6% | +4.8% |
| 6M | +13.2% | +1.2% | +12.0% | +11.4% |
| YTD | +7.5% | +15.4% | -7.9% | +2.3% |
| 1Y | +12.5% | +23.5% | -11.0% | +5.1% |
| 3Y | +86.0% | +93.2% | -7.2% | +48.6% |
| 5Y | +76.5% | +142.0% | -65.5% | +29.5% |
| All | +409.6% | +379.3% | +30.3% | +221.5% |
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 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