+147.9%
CIEN vs VFC
+270.3%
-122.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.2% |
| 7D | -15.2% | -1.6% | -13.6% | -14.6% |
| 30D | -21.5% | -11.6% | -9.9% | -17.6% |
| 3M | -40.1% | -18.1% | -22.0% | -36.2% |
| 6M | -6.6% | -27.4% | +20.8% | +4.0% |
| YTD | +37.3% | -24.8% | +62.1% | +48.8% |
| 1Y | +174.5% | -8.2% | +182.8% | +168.7% |
| 3Y | +562.3% | -29.1% | +591.4% | +504.6% |
| 5Y | +463.9% | -79.2% | +543.1% | +785.8% |
| 10Y | +1,302.4% | -68.1% | +1,370.5% | +1,423.1% |
| All | +147.9% | +270.3% | -122.4% | -30.4% |
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 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