-25.1%
VST vs CIEN
+44.7%
-69.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.8% | -7.1% | -1.1% |
| 7D | +10.9% | +8.7% | +2.2% | +7.6% |
| 30D | -15.6% | -26.9% | +11.3% | -8.4% |
| 3M | -7.8% | -23.6% | +15.8% | -1.8% |
| 6M | -12.0% | -49.1% | +37.1% | +2.3% |
| YTD | -16.9% | +26.6% | -43.5% | -28.4% |
| 1Y | -25.1% | +42.7% | -67.8% | -38.2% |
| All | -25.1% | +44.7% | -69.8% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling