+1,024.4%
VRT vs CIEN
+514.2%
+510.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.3% | -2.6% | -0.1% |
| 7D | +13.6% | -5.3% | +18.9% | +16.4% |
| 30D | +6.8% | -17.2% | +24.0% | +17.4% |
| 3M | -3.2% | -26.9% | +23.6% | +14.3% |
| 6M | +20.3% | +16.0% | +4.3% | +3.1% |
| YTD | +79.6% | +45.9% | +33.7% | +28.8% |
| 1Y | +139.0% | +186.8% | -47.8% | +9.0% |
| 3Y | +644.6% | +607.8% | +36.8% | +88.8% |
| 5Y | +1,024.4% | +506.7% | +517.6% | +220.1% |
| All | +1,024.4% | +514.2% | +510.2% | +220.1% |
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