+1,354.8%
CBOE price history and return analytics
+444.8%
+910.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +6.3% | +2.4% | +3.9% | +5.1% |
| 30D | +24.9% | -1.5% | +26.4% | +25.5% |
| 3M | +28.5% | -4.1% | +32.6% | +30.5% |
| 6M | +2.9% | +0.6% | +2.3% | +1.7% |
| YTD | +50.7% | +11.0% | +39.6% | +41.2% |
| 1Y | +45.5% | +13.3% | +32.1% | +34.8% |
| 3Y | +116.3% | +73.4% | +42.9% | +55.1% |
| 5Y | +204.3% | +57.4% | +146.9% | +128.8% |
| 10Y | +526.3% | +221.7% | +304.6% | +203.9% |
| All | +1,354.8% | +444.8% | +910.0% | +426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling