+355.8%
CIEN vs VFC
-68.3%
+424.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.2% | -7.8% | -5.3% |
| 7D | +15.3% | +1.6% | +13.6% | +14.8% |
| 30D | -22.0% | +25.5% | -47.5% | -26.4% |
| 3M | -36.6% | +41.3% | -77.9% | -42.1% |
| 6M | -51.5% | +22.2% | -73.7% | -54.6% |
| YTD | +20.0% | +16.4% | +3.6% | +12.8% |
| 1Y | +44.5% | +38.4% | +6.0% | +29.6% |
| 3Y | +539.0% | +56.2% | +482.8% | +418.6% |
| All | +355.8% | -68.3% | +424.1% | +549.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling