+520.6%
CIEN vs VTV
+78.5%
+442.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | 0.0% |
| 7D | +5.4% | -2.1% | +7.4% | +8.6% |
| 30D | -13.7% | -1.3% | -12.3% | -12.1% |
| 3M | -23.0% | +5.6% | -28.7% | -29.2% |
| 6M | -0.8% | +12.4% | -13.2% | -16.1% |
| YTD | +43.1% | +17.6% | +25.4% | +13.4% |
| 1Y | +157.6% | +23.5% | +134.1% | +91.3% |
| 3Y | +593.8% | +67.0% | +526.8% | +251.9% |
| 5Y | +520.6% | +80.5% | +440.1% | +190.5% |
| All | +520.6% | +78.5% | +442.1% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling