+96.4%
AGG vs VIAV
+120.3%
-24.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.9% | -0.7% |
| 7D | -0.9% | +11.2% | -12.1% | -0.9% |
| 30D | -1.0% | -2.6% | +1.6% | -1.0% |
| 3M | -1.3% | -20.1% | +18.8% | -1.3% |
| 6M | -2.1% | +25.8% | -27.9% | -1.9% |
| YTD | -1.2% | +109.9% | -111.1% | -0.9% |
| 1Y | -0.5% | +214.3% | -214.8% | +0.1% |
| 3Y | +12.4% | +281.6% | -269.2% | +13.2% |
| 5Y | -2.4% | +132.6% | -135.0% | -2.0% |
| 10Y | +14.3% | +396.7% | -382.4% | +16.0% |
| All | +96.4% | +120.3% | -24.0% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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