-2.3%
VXUS vs CBOE
+6.4%
-8.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | +0.2% |
| 7D | +2.1% | +6.3% | -4.1% | +2.8% |
| 30D | -1.1% | +24.9% | -26.1% | +1.4% |
| 3M | -5.6% | +28.5% | -34.1% | -2.8% |
| 6M | -2.3% | +2.9% | -5.1% | -1.0% |
| All | -2.3% | +6.4% | -8.6% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling