+935.7%
CIEN vs VXUS
+156.4%
+779.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.3% | +5.3% |
| 7D | -24.1% | -1.8% | -22.4% | -22.2% |
| 30D | -45.5% | -4.6% | -40.9% | -41.7% |
| 3M | -39.7% | -6.1% | -33.6% | -34.0% |
| 6M | -57.8% | -4.9% | -52.9% | -54.1% |
| YTD | +4.1% | +8.1% | -4.0% | -1.3% |
| 1Y | +20.8% | +12.1% | +8.7% | +10.2% |
| 3Y | +463.1% | +63.9% | +399.3% | +236.6% |
| 5Y | +302.3% | +43.1% | +259.2% | +181.8% |
| 10Y | +1,164.4% | +139.2% | +1,025.1% | +368.0% |
| All | +935.7% | +156.4% | +779.3% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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