+1,556.9%
CIEN vs VTEB
+26.0%
+1,530.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.7% |
| 7D | -4.6% | -0.7% | -3.9% | -4.2% |
| 30D | -12.8% | -2.1% | -10.8% | -11.8% |
| 3M | -23.1% | -2.7% | -20.4% | -21.9% |
| 6M | +6.1% | -2.1% | +8.2% | +7.4% |
| YTD | +44.5% | -1.1% | +45.6% | +45.7% |
| 1Y | +176.6% | +1.3% | +175.3% | +175.7% |
| 3Y | +601.0% | +9.0% | +592.0% | +571.9% |
| 5Y | +509.1% | +1.5% | +507.6% | +498.3% |
| 10Y | +1,460.5% | +18.5% | +1,442.0% | +1,766.0% |
| All | +1,556.9% | +26.0% | +1,530.9% | +2,266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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