+1,855.0%
VRT vs CIEN
+976.8%
+878.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.6% |
| 7D | -17.7% | -9.3% | -8.4% | -13.2% |
| 30D | -20.0% | -39.5% | +19.5% | +2.0% |
| 3M | -28.1% | -29.8% | +1.7% | -16.6% |
| 6M | -42.8% | -50.4% | +7.5% | -22.5% |
| YTD | +20.0% | +16.3% | +3.6% | +4.6% |
| 1Y | +3.5% | +30.4% | -26.8% | -15.1% |
| 3Y | +366.1% | +516.6% | -150.5% | +91.7% |
| 5Y | +632.2% | +349.8% | +282.4% | +230.3% |
| All | +1,855.0% | +976.8% | +878.2% | +684.6% |
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