+68.0%
VXUS vs CBOE
+115.8%
-47.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +2.3% | +4.5% | -2.2% | +2.7% |
| 30D | -2.2% | +26.2% | -28.4% | -0.5% |
| 3M | -5.4% | +27.1% | -32.5% | -3.5% |
| 6M | -1.2% | +4.2% | -5.4% | 0.0% |
| YTD | +10.4% | +48.0% | -37.7% | +14.0% |
| 1Y | +11.8% | +42.4% | -30.6% | +15.3% |
| All | +68.0% | +115.8% | -47.8% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling