+392.9%
BAC vs VIAV
+419.4%
-26.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.7% |
| 7D | 0.0% | +11.2% | -11.1% | -3.0% |
| 30D | -2.8% | -10.1% | +7.3% | -0.7% |
| 3M | +14.2% | -22.9% | +37.1% | +19.4% |
| 6M | +30.5% | +28.8% | +1.8% | +12.6% |
| YTD | +15.8% | +117.5% | -101.6% | -18.5% |
| 1Y | +26.2% | +216.1% | -189.9% | -23.9% |
| 3Y | +136.5% | +292.2% | -155.7% | +25.3% |
| 5Y | +75.9% | +141.0% | -65.0% | +11.0% |
| All | +392.9% | +419.4% | -26.5% | +127.8% |
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