+42.7%
CIEN vs VT
+13.3%
+29.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.7% | +5.6% |
| 7D | +8.7% | -0.7% | +9.4% | +12.4% |
| 30D | -26.9% | -1.7% | -25.2% | -21.6% |
| 3M | -23.6% | -2.3% | -21.3% | -16.4% |
| 6M | -49.1% | +1.5% | -50.6% | -49.0% |
| YTD | +26.6% | +12.0% | +14.5% | -3.5% |
| 1Y | +42.7% | +12.9% | +29.8% | +7.2% |
| All | +42.7% | +13.3% | +29.5% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling