+355.8%
CIEN vs VTR
+92.3%
+263.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.4% |
| 7D | +15.3% | +0.2% | +15.1% | +15.3% |
| 30D | -22.0% | +5.5% | -27.5% | -23.1% |
| 3M | -36.6% | -0.9% | -35.7% | -36.7% |
| 6M | -51.5% | -0.4% | -51.0% | -51.9% |
| YTD | +20.0% | +17.0% | +2.9% | +13.0% |
| 1Y | +44.5% | +18.0% | +26.5% | +35.5% |
| 3Y | +539.0% | +127.4% | +411.7% | +358.1% |
| All | +355.8% | +92.3% | +263.5% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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