+2,545.5%
VRT vs CIEN
+1,237.6%
+1,308.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -9.1% |
| 7D | +2.4% | -4.6% | +7.0% | +4.2% |
| 30D | -2.7% | -12.8% | +10.1% | +2.8% |
| 3M | -9.2% | -23.1% | +13.9% | +1.8% |
| 6M | -0.5% | +6.1% | -6.6% | -6.5% |
| YTD | +62.3% | +44.5% | +17.8% | +28.9% |
| 1Y | +109.6% | +176.6% | -67.0% | +21.1% |
| 3Y | +573.1% | +601.0% | -27.9% | +160.6% |
| 5Y | +953.6% | +509.1% | +444.5% | +323.8% |
| All | +2,545.5% | +1,237.6% | +1,308.0% | +866.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling