+647.0%
VRT vs CIEN
+348.4%
+298.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +10.7% | -1.0% | +3.2% |
| 7D | -10.6% | -5.3% | -5.3% | -7.1% |
| 30D | -17.4% | -40.1% | +22.7% | +11.3% |
| 3M | -26.4% | -34.7% | +8.3% | -8.8% |
| 6M | -41.0% | -50.9% | +9.9% | -14.7% |
| YTD | +23.8% | +15.2% | +8.7% | -0.3% |
| 1Y | +11.6% | +35.2% | -23.6% | -20.0% |
| 3Y | +403.5% | +522.6% | -119.1% | +32.3% |
| 5Y | +647.0% | +344.2% | +302.8% | +143.9% |
| All | +647.0% | +348.4% | +298.7% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling