+22.1%
VZ vs CBOE
+42.0%
-19.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | +0.9% | +6.9% | -6.0% | +0.6% |
| 30D | +8.9% | +24.1% | -15.2% | +7.7% |
| 3M | +0.1% | +30.9% | -30.8% | -1.4% |
| 6M | +1.9% | +5.9% | -3.9% | +0.8% |
| YTD | +22.0% | +48.2% | -26.1% | +17.0% |
| 1Y | +22.1% | +43.5% | -21.3% | +17.3% |
| All | +22.1% | +42.0% | -19.9% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling