+128.6%
CIEN vs VFC
+472.3%
-343.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | +8.7% | -1.4% | +10.1% | +9.6% |
| 30D | -26.9% | +30.7% | -57.6% | -35.0% |
| 3M | -23.6% | +40.6% | -64.2% | -34.3% |
| 6M | -49.1% | +16.5% | -65.6% | -53.7% |
| YTD | +26.6% | +16.2% | +10.4% | +13.7% |
| 1Y | +42.7% | +42.4% | +0.3% | +16.9% |
| 3Y | +570.8% | +48.1% | +522.8% | +355.4% |
| 5Y | +386.4% | -67.8% | +454.2% | +535.6% |
| 10Y | +1,261.7% | -48.5% | +1,310.2% | +1,095.8% |
| All | +128.6% | +472.3% | -343.7% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling