+57.2%
VZ vs CBOE
+107.8%
-50.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.2% | +1.0% | +1.2% | +2.1% |
| 30D | +10.6% | +16.0% | -5.4% | +8.4% |
| 3M | -0.6% | +23.4% | -24.0% | -3.5% |
| 6M | +0.7% | +1.7% | -1.0% | +0.5% |
| YTD | +20.6% | +41.6% | -21.0% | +12.0% |
| 1Y | +22.7% | +38.5% | -15.8% | +14.5% |
| 3Y | +57.2% | +105.7% | -48.5% | +40.8% |
| All | +57.2% | +107.8% | -50.5% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling