+199.9%
B vs VIAV
+401.3%
-201.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -1.9% |
| 7D | -5.0% | +11.2% | -16.2% | -6.4% |
| 30D | +8.7% | -2.6% | +11.3% | +8.6% |
| 3M | +17.3% | -20.1% | +37.4% | +19.5% |
| 6M | -5.0% | +25.8% | -30.9% | -9.0% |
| YTD | +1.4% | +109.9% | -108.4% | -9.3% |
| 1Y | +50.5% | +214.3% | -163.8% | +27.8% |
| 3Y | +194.4% | +281.6% | -87.3% | +140.3% |
| 5Y | +156.7% | +132.6% | +24.1% | +118.4% |
| All | +199.9% | +401.3% | -201.4% | +131.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling