+1,534.9%
ASML vs VIAV
+292.0%
+1,242.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.7% | +0.9% |
| 7D | -2.9% | +3.2% | -6.0% | -4.2% |
| 30D | -15.2% | -31.8% | +16.6% | -1.4% |
| 3M | -12.9% | -16.6% | +3.7% | -8.6% |
| 6M | -5.0% | -39.4% | +34.4% | +11.5% |
| YTD | +41.8% | +74.0% | -32.2% | -2.4% |
| 1Y | +46.0% | +70.8% | -24.7% | +1.0% |
| 3Y | +133.5% | +295.5% | -162.1% | -2.9% |
| 5Y | +93.0% | +103.3% | -10.3% | +14.4% |
| 10Y | +1,534.9% | +300.1% | +1,234.8% | +686.0% |
| All | +1,534.9% | +292.0% | +1,242.9% | +686.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling