+165.8%
VXUS vs CBOE
+1,935.7%
-1,770.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.4% |
| 7D | +2.1% | +6.3% | -4.1% | +0.9% |
| 30D | -1.1% | +24.9% | -26.1% | -5.6% |
| 3M | -5.6% | +28.5% | -34.1% | -10.7% |
| 6M | -2.3% | +2.9% | -5.1% | -3.5% |
| YTD | +10.4% | +50.7% | -40.3% | -0.8% |
| 1Y | +13.1% | +45.5% | -32.4% | +2.4% |
| 3Y | +68.0% | +116.3% | -48.3% | +35.7% |
| 5Y | +45.8% | +204.3% | -158.5% | +6.0% |
| 10Y | +144.7% | +526.3% | -381.6% | +38.8% |
| All | +165.8% | +1,935.7% | -1,770.0% | -4.8% |
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