+358.9%
CBOE price history and return analytics
+229.8%
+129.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.6% |
| 7D | -5.8% | -1.1% | -4.7% | -5.3% |
| 30D | -3.1% | -1.0% | -2.2% | -2.8% |
| 3M | -4.8% | +3.2% | -7.9% | -6.3% |
| 6M | -0.6% | +12.5% | -13.0% | -6.5% |
| YTD | +12.8% | +14.1% | -1.3% | +5.2% |
| 1Y | +19.8% | +18.9% | +0.9% | +9.2% |
| 3Y | +86.9% | +74.1% | +12.9% | +34.5% |
| 5Y | +136.5% | +66.9% | +69.7% | +73.6% |
| All | +358.9% | +229.8% | +129.1% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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