+954.4%
VTI vs CIEN
+16.1%
+938.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -1.6% |
| 7D | +0.6% | -5.3% | +5.9% | +1.4% |
| 30D | -1.1% | -17.2% | +16.1% | +1.6% |
| 3M | +3.9% | -26.9% | +30.8% | +8.1% |
| 6M | +14.6% | +16.0% | -1.4% | +8.5% |
| YTD | +13.3% | +45.9% | -32.6% | +2.1% |
| 1Y | +19.2% | +186.8% | -167.6% | -5.3% |
| 3Y | +77.4% | +607.8% | -530.4% | +16.6% |
| 5Y | +74.0% | +506.7% | -432.7% | +15.5% |
| 10Y | +294.6% | +1,438.7% | -1,144.1% | +117.0% |
| All | +954.4% | +16.1% | +938.3% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling