+74.6%
BA vs VIAV
+407.5%
-333.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.4% |
| 7D | -1.2% | +13.6% | -14.7% | -5.3% |
| 30D | -11.3% | +5.3% | -16.7% | -13.8% |
| 3M | -3.8% | -15.6% | +11.8% | -2.0% |
| 6M | -8.3% | +34.0% | -42.3% | -24.1% |
| YTD | -4.9% | +119.9% | -124.8% | -38.0% |
| 1Y | -10.1% | +235.2% | -245.2% | -52.8% |
| 3Y | -2.3% | +299.8% | -302.1% | -55.8% |
| 5Y | -3.5% | +140.1% | -143.6% | -44.5% |
| 10Y | +74.6% | +420.3% | -345.8% | -24.2% |
| All | +74.6% | +407.5% | -333.0% | -24.2% |
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 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