+72.6%
VZ vs CBOE
+524.9%
-452.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +1.5% | +6.3% | -4.8% | +0.4% |
| 30D | +4.4% | +24.9% | -20.6% | +0.5% |
| 3M | -2.4% | +28.5% | -30.8% | -6.7% |
| 6M | +1.4% | +2.9% | -1.5% | +0.4% |
| YTD | +21.4% | +50.7% | -29.3% | +11.4% |
| 1Y | +20.3% | +45.5% | -25.2% | +11.1% |
| 3Y | +57.4% | +116.3% | -59.0% | +34.3% |
| 5Y | +21.9% | +204.3% | -182.4% | -3.2% |
| All | +72.6% | +524.9% | -452.3% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling