+23.9%
VZ vs CBOE
+43.6%
-19.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.4% |
| 7D | +2.4% | +6.0% | -3.6% | +2.0% |
| 30D | +11.2% | +19.9% | -8.8% | +10.1% |
| 3M | 0.0% | +28.4% | -28.4% | -1.4% |
| 6M | +1.3% | +5.2% | -3.9% | +0.2% |
| YTD | +21.3% | +46.4% | -25.1% | +16.5% |
| 1Y | +23.9% | +41.8% | -17.9% | +19.3% |
| All | +23.9% | +43.6% | -19.6% | +19.3% |
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