+498.3%
CIEN vs VLTO
+56.3%
+442.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -9.3% | +1.6% | -10.9% | -9.4% |
| 30D | -39.5% | +22.0% | -61.5% | -41.0% |
| 3M | -29.8% | +21.9% | -51.7% | -31.7% |
| 6M | -50.4% | +36.5% | -86.9% | -53.8% |
| YTD | +16.3% | +19.0% | -2.6% | +14.6% |
| 1Y | +30.4% | +21.0% | +9.4% | +26.8% |
| 3Y | +516.6% | +69.9% | +446.7% | +420.1% |
| All | +498.3% | +56.3% | +442.0% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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