+48.9%
CIEN vs VTV
+28.2%
+20.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -12.0% |
| 7D | -25.0% | +1.8% | -26.8% | -27.8% |
| 30D | -30.1% | +6.0% | -36.1% | -38.6% |
| 3M | -33.8% | +3.7% | -37.4% | -39.0% |
| 6M | -49.4% | +13.9% | -63.4% | -62.6% |
| YTD | +16.4% | +22.8% | -6.4% | -23.9% |
| 1Y | +48.9% | +27.9% | +21.0% | -8.5% |
| All | +48.9% | +28.2% | +20.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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