+1,078.2%
VUG vs CBOE
+1,045.3%
+32.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.1% | -3.6% | +3.5% | +0.7% |
| 30D | -0.3% | +5.1% | -5.4% | -1.6% |
| 3M | -0.7% | +4.6% | -5.3% | -2.4% |
| 6M | +14.6% | -0.3% | +14.9% | +13.1% |
| YTD | +9.0% | +19.8% | -10.7% | +2.5% |
| 1Y | +14.9% | +28.4% | -13.5% | +5.9% |
| 3Y | +86.0% | +104.1% | -18.1% | +46.4% |
| 5Y | +76.7% | +150.9% | -74.2% | +29.5% |
| 10Y | +411.3% | +393.5% | +17.8% | +197.9% |
| All | +1,078.2% | +1,045.3% | +32.9% | +381.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling