+33.8%
VWO vs CBOE
+136.7%
-102.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -1.8% | -5.8% | +4.0% | -1.6% |
| 30D | -0.1% | -3.1% | +3.0% | 0.0% |
| 3M | +2.2% | -4.8% | +7.0% | +2.4% |
| 6M | +8.8% | -0.6% | +9.3% | +8.3% |
| YTD | +12.4% | +12.8% | -0.4% | +10.6% |
| 1Y | +15.6% | +19.8% | -4.2% | +13.0% |
| 3Y | +62.5% | +86.9% | -24.4% | +45.7% |
| All | +33.8% | +136.7% | -102.8% | +10.5% |
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 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