+304.6%
CIEN vs VT
+53.4%
+251.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.2% | +5.1% |
| 7D | -24.1% | -2.3% | -21.8% | -20.7% |
| 30D | -45.5% | -5.0% | -40.5% | -39.8% |
| 3M | -39.7% | -4.9% | -34.8% | -33.3% |
| 6M | -57.8% | -1.5% | -56.3% | -55.3% |
| YTD | +4.1% | +8.5% | -4.4% | -4.0% |
| 1Y | +20.8% | +11.4% | +9.4% | +8.0% |
| 3Y | +463.1% | +70.1% | +393.1% | +200.2% |
| All | +304.6% | +53.4% | +251.2% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling