+402.8%
VUG vs CBOE
+524.9%
-122.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | +2.5% | +6.3% | -3.8% | +1.4% |
| 30D | -6.3% | +24.9% | -31.2% | -10.3% |
| 3M | -6.0% | +28.5% | -34.5% | -10.8% |
| 6M | -3.5% | +2.9% | -6.4% | -4.5% |
| YTD | +3.9% | +50.7% | -46.7% | -6.3% |
| 1Y | +5.1% | +45.5% | -40.4% | -4.5% |
| 3Y | +77.9% | +116.3% | -38.5% | +41.6% |
| 5Y | +62.4% | +204.3% | -141.9% | +13.8% |
| All | +402.8% | +524.9% | -122.1% | +198.3% |
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