+611.0%
VRT vs CIEN
+562.0%
+49.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.2% | +3.7% |
| 7D | +9.1% | -15.2% | +24.3% | +19.5% |
| 30D | +0.9% | -21.5% | +22.4% | +14.7% |
| 3M | -13.4% | -40.1% | +26.7% | +15.8% |
| 6M | +11.7% | -6.6% | +18.3% | +7.8% |
| YTD | +73.2% | +37.3% | +36.0% | +26.3% |
| 1Y | +123.4% | +174.5% | -51.1% | -1.3% |
| All | +611.0% | +562.0% | +49.0% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling