+1,823.4%
CIEN vs VCIT
+96.6%
+1,726.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.4% | -15.3% |
| 7D | -34.0% | +0.5% | -34.4% | -34.1% |
| 30D | -48.0% | +2.1% | -50.1% | -48.5% |
| 3M | -43.5% | -1.6% | -42.0% | -43.1% |
| 6M | -57.6% | -1.6% | -56.0% | -57.3% |
| YTD | -1.3% | -1.5% | +0.2% | -0.5% |
| 1Y | +17.9% | -0.4% | +18.3% | +18.4% |
| 3Y | +425.8% | +19.6% | +406.2% | +400.5% |
| 5Y | +281.5% | +3.3% | +278.2% | +259.1% |
| 10Y | +1,099.0% | +28.9% | +1,070.1% | +1,129.4% |
| All | +1,823.4% | +96.6% | +1,726.8% | +2,683.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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