+1,269.5%
CIEN vs VYM
+487.3%
+782.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -4.6% | -1.0% | -3.6% | -3.4% |
| 30D | -12.8% | -2.0% | -10.8% | -10.4% |
| 3M | -23.1% | +3.1% | -26.1% | -26.2% |
| 6M | +6.1% | +8.9% | -2.8% | -4.5% |
| YTD | +44.5% | +14.7% | +29.8% | +21.5% |
| 1Y | +176.6% | +19.4% | +157.2% | +122.2% |
| 3Y | +601.0% | +65.4% | +535.6% | +276.9% |
| 5Y | +509.1% | +77.6% | +431.6% | +201.2% |
| 10Y | +1,460.5% | +207.8% | +1,252.7% | +251.5% |
| All | +1,269.5% | +487.3% | +782.3% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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