+183.8%
VXUS vs CBOE
+1,518.0%
-1,334.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | -3.6% | +4.6% | +1.7% |
| 30D | +2.2% | +5.1% | -2.9% | +1.0% |
| 3M | +3.0% | +4.6% | -1.6% | +1.3% |
| 6M | +10.7% | -0.3% | +10.9% | +9.3% |
| YTD | +17.8% | +19.8% | -1.9% | +11.3% |
| 1Y | +27.6% | +28.4% | -0.8% | +18.2% |
| 3Y | +73.3% | +104.1% | -30.8% | +40.1% |
| 5Y | +54.3% | +150.9% | -96.6% | +16.6% |
| 10Y | +149.8% | +393.5% | -243.7% | +49.1% |
| All | +183.8% | +1,518.0% | -1,334.2% | +6.8% |
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